+148.4%
HYG vs MAS
+421.8%
-273.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -0.3% | +2.0% | -2.2% | -0.6% |
| 30D | +0.1% | +19.4% | -19.3% | -2.5% |
| 3M | -1.8% | +9.4% | -11.3% | -3.2% |
| 6M | -1.3% | +15.3% | -16.6% | -3.7% |
| YTD | +0.1% | +31.3% | -31.2% | -4.5% |
| 1Y | +1.5% | +34.9% | -33.3% | -3.6% |
| 3Y | +23.8% | +58.6% | -34.8% | +13.5% |
| 5Y | +16.7% | +40.7% | -24.0% | +7.7% |
| 10Y | +53.8% | +220.4% | -166.7% | +23.9% |
| All | +148.4% | +421.8% | -273.3% | +57.3% |
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