+19.3%
HYG vs MTSI
+331.9%
-312.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.2% |
| 7D | 0.0% | +4.9% | -4.9% | -0.3% |
| 30D | -0.1% | -11.6% | +11.5% | +0.7% |
| 3M | +1.0% | -24.1% | +25.0% | +2.7% |
| 6M | +2.3% | +32.4% | -30.1% | -1.3% |
| YTD | +2.1% | +60.4% | -58.3% | -3.6% |
| 1Y | +3.8% | +111.0% | -107.2% | -4.9% |
| 3Y | +26.7% | +246.1% | -219.4% | +6.5% |
| 5Y | +19.3% | +340.3% | -321.0% | -5.6% |
| All | +19.3% | +331.9% | -312.6% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling