+53.6%
HYG vs MAS
+230.1%
-176.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.3% |
| 7D | +0.8% | +3.3% | -2.5% | +0.3% |
| 30D | +0.4% | +25.5% | -25.1% | -3.2% |
| 3M | -1.7% | +11.8% | -13.4% | -3.5% |
| 6M | -0.9% | +21.3% | -22.2% | -4.4% |
| YTD | +0.5% | +37.7% | -37.3% | -5.5% |
| 1Y | +1.8% | +41.0% | -39.2% | -4.7% |
| 3Y | +24.9% | +63.0% | -38.1% | +12.0% |
| 5Y | +17.2% | +44.1% | -26.9% | +5.7% |
| 10Y | +53.6% | +224.3% | -170.7% | +18.8% |
| All | +53.6% | +230.1% | -176.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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