+55.7%
HYG vs MTSI
+498.4%
-442.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | -0.4% | +29.1% | -29.5% | -2.0% |
| 30D | +0.4% | -20.4% | +20.8% | +1.4% |
| 3M | -1.8% | -20.9% | +19.1% | -1.0% |
| 6M | -0.7% | -32.3% | +31.5% | +0.7% |
| YTD | +0.3% | +43.5% | -43.2% | -3.7% |
| 1Y | +1.4% | +43.8% | -42.4% | -2.8% |
| 3Y | +24.1% | +218.8% | -194.7% | +10.9% |
| 5Y | +17.8% | +228.3% | -210.5% | +3.7% |
| All | +55.7% | +498.4% | -442.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling