+578.8%
MS vs FHN
+106.3%
+472.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.1% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | -0.9% | +1.9% | -2.9% | -1.8% |
| 3M | -13.0% | -6.9% | -6.0% | -9.8% |
| 6M | -2.0% | -3.1% | +1.1% | -0.7% |
| YTD | +7.8% | +0.6% | +7.2% | +7.4% |
| 1Y | +17.9% | +12.4% | +5.5% | +11.1% |
| 3Y | +174.8% | +133.7% | +41.1% | +80.0% |
| 5Y | +119.9% | +61.4% | +58.5% | +51.1% |
| 10Y | +578.8% | +97.9% | +481.0% | +272.3% |
| All | +578.8% | +106.3% | +472.6% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling