+11.1%
HYG vs MSTU
-87.2%
+98.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.1% |
| 7D | -0.2% | +12.9% | -13.1% | -0.4% |
| 30D | -0.1% | +68.3% | -68.4% | -0.9% |
| 3M | +0.7% | +0.4% | +0.3% | +0.3% |
| 6M | +1.5% | -41.5% | +43.0% | +1.5% |
| YTD | +1.9% | -61.7% | +63.7% | +2.0% |
| 1Y | +3.7% | -93.7% | +97.4% | +5.9% |
| All | +11.1% | -87.2% | +98.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling