+3.2%
HYG vs MTSI
+108.0%
-104.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.3% |
| 7D | -0.7% | +4.8% | -5.5% | -0.9% |
| 30D | -0.6% | -9.2% | +8.6% | -0.4% |
| 3M | +0.4% | -23.1% | +23.5% | +0.9% |
| 6M | +1.2% | +23.5% | -22.3% | +0.1% |
| YTD | +1.5% | +59.1% | -57.6% | -0.3% |
| 1Y | +3.2% | +106.9% | -103.7% | +0.1% |
| All | +3.2% | +108.0% | -104.8% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling