+103.9%
MSFU vs FHN
+20.8%
+83.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.3% | +5.1% |
| 7D | +14.6% | -0.5% | +15.1% | +14.7% |
| 30D | +2.1% | +1.9% | +0.2% | +1.9% |
| 3M | +14.7% | -6.9% | +21.6% | +15.8% |
| 6M | +55.7% | -3.1% | +58.7% | +56.0% |
| YTD | +7.1% | +0.6% | +6.5% | +6.4% |
| 1Y | -0.5% | +12.4% | -12.9% | -3.2% |
| 3Y | +35.7% | +133.7% | -98.0% | +25.6% |
| All | +103.9% | +20.8% | +83.1% | +81.7% |
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