+151.7%
HYG vs MRSH
+814.1%
-662.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -4.8% | +4.0% | +0.2% |
| 30D | -0.7% | -6.3% | +5.6% | +0.5% |
| 3M | -0.2% | +5.8% | -6.0% | -1.6% |
| 6M | +1.4% | +2.8% | -1.4% | +0.4% |
| YTD | +1.5% | -3.1% | +4.6% | +1.4% |
| 1Y | +2.9% | -11.3% | +14.2% | +4.6% |
| 3Y | +25.6% | -5.0% | +30.6% | +25.0% |
| 5Y | +18.6% | +19.2% | -0.6% | +11.6% |
| 10Y | +55.7% | +217.4% | -161.6% | +17.9% |
| All | +151.7% | +814.1% | -662.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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