+112.4%
MS vs FHN
+56.9%
+55.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -3.8% | +0.2% | -4.0% | -3.8% |
| 3M | -14.6% | -9.0% | -5.6% | -11.8% |
| 6M | -5.1% | -6.8% | +1.8% | -2.8% |
| YTD | +4.5% | -1.5% | +6.0% | +5.1% |
| 1Y | +13.5% | +10.9% | +2.6% | +9.8% |
| 3Y | +160.4% | +119.4% | +41.0% | +114.5% |
| All | +112.4% | +56.9% | +55.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling