+1.6%
HYG vs MSTU
-88.0%
+89.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | +0.6% |
| 7D | -0.1% | -4.8% | +4.8% | -0.1% |
| 30D | +0.7% | -29.6% | +30.3% | +0.9% |
| 3M | -2.0% | +69.4% | -71.4% | -2.8% |
| 6M | -0.9% | -62.2% | +61.4% | -0.5% |
| YTD | +0.1% | -61.1% | +61.1% | -0.1% |
| 1Y | +1.6% | -87.2% | +88.8% | +2.1% |
| All | +1.6% | -88.0% | +89.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling