+148.3%
HYG vs MAS
+440.2%
-291.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.3% | +3.6% | -3.3% | -0.3% |
| 30D | -0.1% | +23.8% | -23.9% | -3.1% |
| 3M | -1.9% | +14.4% | -16.4% | -3.9% |
| 6M | -1.3% | +19.7% | -21.1% | -4.3% |
| YTD | +0.1% | +36.0% | -35.9% | -5.1% |
| 1Y | +1.0% | +40.4% | -39.3% | -4.6% |
| 3Y | +23.8% | +58.9% | -35.2% | +13.5% |
| 5Y | +17.3% | +44.5% | -27.2% | +7.8% |
| 10Y | +55.0% | +214.8% | -159.8% | +25.1% |
| All | +148.3% | +440.2% | -291.9% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling