+1.2%
HYG vs MKSI
+27.2%
-26.0%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.3% | +9.0% | -0.1% |
| 7D | -0.4% | -18.2% | +17.8% | +0.1% |
| 30D | 0.0% | -37.2% | +37.2% | +1.2% |
| 3M | -2.3% | -43.5% | +41.2% | -0.9% |
| 6M | -1.3% | -38.4% | +37.1% | -0.8% |
| YTD | -0.3% | +10.9% | -11.2% | -1.6% |
| 1Y | +1.2% | +26.9% | -25.7% | -0.6% |
| All | +1.2% | +27.2% | -26.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling