+6,288.2%
MS vs FHN
+562.2%
+5,726.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.6% |
| 30D | -0.3% | -4.7% | +4.4% | +2.7% |
| 3M | +0.3% | +3.5% | -3.3% | -2.2% |
| 6M | +31.3% | +7.8% | +23.5% | +25.0% |
| YTD | +24.7% | +5.9% | +18.8% | +20.0% |
| 1Y | +47.9% | +12.5% | +35.4% | +35.6% |
| 3Y | +178.3% | +117.2% | +61.1% | +65.9% |
| 5Y | +144.9% | +86.5% | +58.3% | +35.3% |
| 10Y | +804.5% | +125.7% | +678.8% | +291.2% |
| All | +6,288.2% | +562.2% | +5,726.0% | +1,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling