+150.1%
HYG vs MS
+340.8%
-190.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -0.2% | -1.7% | +1.5% | 0.0% |
| 30D | +0.6% | +0.9% | -0.3% | +0.4% |
| 3M | -1.2% | -10.8% | +9.6% | +0.1% |
| 6M | -0.4% | +0.9% | -1.3% | -0.8% |
| YTD | +0.8% | +9.8% | -9.0% | -0.9% |
| 1Y | +1.7% | +17.1% | -15.4% | -0.9% |
| 3Y | +24.7% | +175.7% | -151.0% | +7.8% |
| 5Y | +18.4% | +125.9% | -107.5% | +4.2% |
| 10Y | +57.6% | +556.2% | -498.6% | +17.9% |
| All | +150.1% | +340.8% | -190.7% | +56.0% |
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