+19.0%
HYG vs MS
+144.3%
-125.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | +1.7% | -1.8% | -0.4% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +0.7% | +3.0% | -2.3% | +0.1% |
| 6M | +1.5% | +35.7% | -34.2% | -3.1% |
| YTD | +1.9% | +23.3% | -21.4% | -1.6% |
| 1Y | +3.7% | +44.7% | -41.0% | -2.4% |
| 3Y | +26.5% | +178.0% | -151.5% | +4.8% |
| 5Y | +19.0% | +143.2% | -124.2% | -2.3% |
| All | +19.0% | +144.3% | -125.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling