+24.8%
LQD vs MAS
+219.2%
-194.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +0.2% | +3.6% | -3.4% | -0.2% |
| 30D | +1.4% | +23.8% | -22.4% | -0.6% |
| 3M | -1.1% | +14.4% | -15.6% | -2.5% |
| 6M | -2.9% | +19.7% | -22.7% | -4.8% |
| YTD | -2.3% | +36.0% | -38.3% | -5.6% |
| 1Y | -2.1% | +40.4% | -42.5% | -5.7% |
| 3Y | +15.9% | +58.9% | -43.0% | +9.8% |
| 5Y | -4.9% | +44.5% | -49.5% | -10.3% |
| 10Y | +24.8% | +214.8% | -189.9% | +13.6% |
| All | +24.8% | +219.2% | -194.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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