+55.1%
HYG vs MAS
+140.6%
-85.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +0.1% | -5.6% | +5.7% | +0.9% |
| 3M | +0.7% | +4.4% | -3.8% | -0.4% |
| 6M | +1.5% | +7.2% | -5.7% | -0.3% |
| YTD | +2.2% | +16.1% | -13.9% | -1.2% |
| 1Y | +3.9% | +0.1% | +3.8% | +2.8% |
| 3Y | +26.0% | +28.3% | -2.3% | +17.7% |
| 5Y | +19.2% | +30.5% | -11.3% | +9.3% |
| All | +55.1% | +140.6% | -85.6% | +25.8% |
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