+3,874.2%
MSI vs FHN
+1,824.4%
+2,049.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +6.8% | -4.7% | +11.5% | +8.1% |
| 3M | +14.3% | +3.5% | +10.8% | +13.0% |
| 6M | -1.6% | +7.8% | -9.4% | -4.0% |
| YTD | +22.8% | +5.9% | +16.9% | +20.1% |
| 1Y | -1.1% | +12.5% | -13.6% | -5.3% |
| 3Y | +70.5% | +117.2% | -46.7% | +31.2% |
| 5Y | +102.8% | +86.5% | +16.3% | +52.1% |
| 10Y | +597.4% | +125.7% | +471.7% | +348.4% |
| All | +3,874.2% | +1,824.4% | +2,049.8% | +984.9% |
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