+663.4%
MSI vs FHN
+81.8%
+581.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +3.2% | +2.1% | +1.1% | +2.8% |
| 30D | +17.6% | +3.8% | +13.8% | +16.7% |
| 3M | +14.5% | -8.9% | +23.5% | +16.6% |
| 6M | +34.3% | +1.8% | +32.4% | +33.4% |
| YTD | +39.7% | +0.6% | +39.1% | +38.8% |
| 1Y | +40.2% | +12.9% | +27.2% | +35.8% |
| 3Y | +77.1% | +126.4% | -49.2% | +44.4% |
| 5Y | +124.0% | +62.3% | +61.8% | +86.7% |
| All | +663.4% | +81.8% | +581.5% | +440.3% |
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