+595.0%
MSI vs FHN
+126.5%
+468.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -5.8% | +2.7% | -8.4% | -6.3% |
| 30D | -1.0% | -3.1% | +2.1% | -0.4% |
| 3M | +14.2% | +2.3% | +11.8% | +13.4% |
| 6M | +1.0% | +9.7% | -8.7% | -1.1% |
| YTD | +21.5% | +4.7% | +16.7% | +19.7% |
| 1Y | -2.1% | +13.8% | -15.9% | -5.4% |
| 3Y | +69.3% | +131.6% | -62.2% | +37.3% |
| 5Y | +99.3% | +91.1% | +8.2% | +58.7% |
| 10Y | +595.0% | +126.6% | +468.4% | +372.6% |
| All | +595.0% | +126.5% | +468.5% | +372.6% |
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