+26.7%
HYG vs MS
+181.7%
-155.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | +2.5% | -2.4% | -0.2% |
| 30D | -0.1% | 0.0% | 0.0% | -0.1% |
| 3M | +1.0% | +2.4% | -1.5% | +0.6% |
| 6M | +2.3% | +36.4% | -34.1% | -1.0% |
| YTD | +2.1% | +23.8% | -21.7% | -0.4% |
| 1Y | +3.8% | +48.6% | -44.8% | -0.8% |
| 3Y | +26.7% | +179.1% | -152.5% | +11.6% |
| All | +26.7% | +181.7% | -155.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling