+10.6%
HYG vs MSTU
-87.7%
+98.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.1% |
| 7D | -0.7% | -16.6% | +15.9% | -0.5% |
| 30D | -0.7% | +69.7% | -70.4% | -1.6% |
| 3M | -0.2% | -7.5% | +7.3% | -0.5% |
| 6M | +1.4% | -43.1% | +44.5% | +1.4% |
| YTD | +1.5% | -63.0% | +64.5% | +1.6% |
| 1Y | +2.9% | -93.8% | +96.7% | +5.1% |
| All | +10.6% | -87.7% | +98.2% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling