+57.6%
HYG vs MAS
+217.4%
-159.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | +0.6% | +23.6% | -23.0% | -2.8% |
| 3M | -1.2% | +12.4% | -13.7% | -3.2% |
| 6M | -0.4% | +21.9% | -22.2% | -4.0% |
| YTD | +0.8% | +36.1% | -35.3% | -5.1% |
| 1Y | +1.7% | +39.5% | -37.8% | -4.7% |
| 3Y | +24.7% | +59.1% | -34.4% | +12.3% |
| 5Y | +18.4% | +44.4% | -26.0% | +6.8% |
| 10Y | +57.6% | +217.0% | -159.4% | +21.9% |
| All | +57.6% | +217.4% | -159.8% | +21.9% |
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