+148.8%
HYG vs MS
+340.9%
-192.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -0.4% | +5.1% | -5.5% | -1.0% |
| 30D | +0.7% | +5.7% | -5.0% | -0.1% |
| 3M | -2.1% | -12.2% | +10.1% | -0.6% |
| 6M | -0.8% | -0.5% | -0.3% | -1.0% |
| YTD | +0.3% | +9.8% | -9.6% | -1.4% |
| 1Y | +1.8% | +17.7% | -16.0% | -0.9% |
| 3Y | +24.1% | +176.8% | -152.7% | +7.3% |
| 5Y | +17.7% | +123.7% | -106.0% | +3.7% |
| 10Y | +56.8% | +556.3% | -499.6% | +17.3% |
| All | +148.8% | +340.9% | -192.1% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling