+671.4%
MSI vs FHN
+94.7%
+576.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +7.4% | +0.9% | +6.5% | +7.2% |
| 30D | +18.7% | +2.1% | +16.7% | +18.2% |
| 3M | +14.5% | -6.0% | +20.4% | +15.8% |
| 6M | +38.1% | -2.9% | +41.1% | +38.6% |
| YTD | +38.7% | +0.7% | +38.0% | +37.8% |
| 1Y | +35.4% | +11.0% | +24.4% | +31.6% |
| 3Y | +75.1% | +130.3% | -55.2% | +42.1% |
| 5Y | +126.4% | +61.3% | +65.1% | +89.0% |
| 10Y | +671.4% | +89.6% | +581.8% | +435.7% |
| All | +671.4% | +94.7% | +576.7% | +435.7% |
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