+118.9%
MSI vs FHN
+56.9%
+62.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | +4.7% | -1.0% | +5.7% | +4.8% |
| 30D | +14.8% | +0.2% | +14.5% | +14.7% |
| 3M | +8.8% | -9.0% | +17.8% | +9.7% |
| 6M | +19.3% | -6.8% | +26.1% | +19.9% |
| YTD | +35.3% | -1.5% | +36.8% | +35.2% |
| 1Y | +33.8% | +10.9% | +22.8% | +32.0% |
| 3Y | +74.4% | +119.4% | -44.9% | +62.3% |
| All | +118.9% | +56.9% | +62.0% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling