+5,285.6%
MS vs FHN
+518.2%
+4,767.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -4.3% |
| 7D | -3.4% | -2.3% | -1.1% | -1.9% |
| 30D | -3.9% | -0.9% | -3.0% | -3.3% |
| 3M | -15.9% | -11.0% | -4.9% | -9.7% |
| 6M | -2.5% | -5.4% | +2.9% | +0.6% |
| YTD | +5.1% | -1.2% | +6.3% | +5.5% |
| 1Y | +13.0% | +10.5% | +2.5% | +5.7% |
| 3Y | +160.7% | +115.1% | +45.6% | +57.2% |
| 5Y | +114.0% | +58.1% | +55.9% | +31.9% |
| 10Y | +637.5% | +114.9% | +522.6% | +228.7% |
| All | +5,285.6% | +518.2% | +4,767.5% | +1,212.7% |
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