+72.2%
MSFU vs FHN
+25.8%
+46.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -3.2% | +2.7% | -5.8% | -3.5% |
| 30D | -3.1% | -3.1% | 0.0% | -2.7% |
| 3M | +35.3% | +2.3% | +32.9% | +34.5% |
| 6M | +31.6% | +9.7% | +21.9% | +29.2% |
| YTD | -9.5% | +4.7% | -14.3% | -10.7% |
| 1Y | -18.4% | +13.8% | -32.2% | -20.8% |
| 3Y | +26.9% | +131.6% | -104.6% | +16.9% |
| All | +72.2% | +25.8% | +46.5% | +52.7% |
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 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