+55.7%
HYG vs MS
+544.7%
-489.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.4% | +3.7% | -4.1% | -1.0% |
| 30D | +0.4% | +2.0% | -1.6% | 0.0% |
| 3M | -1.8% | -12.6% | +10.7% | +0.1% |
| 6M | -0.7% | -0.3% | -0.4% | -1.0% |
| YTD | +0.3% | +9.0% | -8.6% | -1.7% |
| 1Y | +1.4% | +13.9% | -12.5% | -1.4% |
| 3Y | +24.1% | +173.6% | -149.5% | +2.7% |
| 5Y | +17.8% | +122.0% | -104.2% | -0.2% |
| All | +55.7% | +544.7% | -489.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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