+17.9%
HYG vs MAS
+39.9%
-22.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | +0.7% | +22.4% | -21.7% | -2.1% |
| 3M | -2.1% | +14.5% | -16.6% | -4.0% |
| 6M | -0.8% | +27.1% | -27.9% | -4.6% |
| YTD | +0.3% | +35.8% | -35.5% | -5.1% |
| 1Y | +1.8% | +39.4% | -37.6% | -4.1% |
| 3Y | +24.1% | +60.3% | -36.1% | +11.5% |
| All | +17.9% | +39.9% | -22.0% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling