+89.3%
HYG vs MTSI
+1,208.2%
-1,118.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -0.4% |
| 7D | -0.2% | +7.2% | -7.4% | -0.8% |
| 30D | +0.6% | -18.4% | +19.0% | +1.4% |
| 3M | -1.2% | -16.7% | +15.5% | -0.8% |
| 6M | -0.4% | -31.7% | +31.3% | +0.9% |
| YTD | +0.8% | +45.9% | -45.1% | -3.0% |
| 1Y | +1.7% | +47.0% | -45.3% | -2.3% |
| 3Y | +24.7% | +224.1% | -199.4% | +12.5% |
| 5Y | +18.4% | +238.5% | -220.1% | +5.5% |
| 10Y | +57.6% | +512.7% | -455.1% | +29.9% |
| All | +89.3% | +1,208.2% | -1,118.9% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling