+55.2%
HYG vs MKSI
+524.1%
-468.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -0.9% |
| 30D | -0.7% | -12.8% | +12.1% | +0.4% |
| 3M | -0.2% | -22.5% | +22.3% | +1.3% |
| 6M | +1.4% | +19.4% | -18.0% | -1.4% |
| YTD | +1.5% | +67.7% | -66.3% | -4.8% |
| 1Y | +2.9% | +131.4% | -128.5% | -6.9% |
| 3Y | +25.6% | +197.3% | -171.7% | +7.4% |
| 5Y | +18.6% | +87.0% | -68.4% | +4.4% |
| All | +55.2% | +524.1% | -468.9% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling