+76.3%
MSFU vs FHN
+27.1%
+49.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.7% | +1.2% | -6.9% | -5.8% |
| 30D | +4.2% | -4.7% | +8.9% | +4.8% |
| 3M | +27.9% | +3.5% | +24.4% | +27.0% |
| 6M | +37.1% | +7.8% | +29.3% | +35.0% |
| YTD | -7.4% | +5.9% | -13.3% | -8.7% |
| 1Y | -19.6% | +12.5% | -32.1% | -21.7% |
| 3Y | +33.2% | +117.2% | -84.0% | +22.7% |
| All | +76.3% | +27.1% | +49.2% | +56.0% |
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