+25.5%
LQD vs MAS
+215.9%
-190.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.2% | +2.4% | -2.1% | 0.0% |
| 30D | +2.4% | +19.8% | -17.5% | +0.6% |
| 3M | -0.9% | +9.8% | -10.7% | -1.8% |
| 6M | -2.3% | +15.8% | -18.1% | -3.9% |
| YTD | -1.7% | +31.8% | -33.5% | -4.7% |
| 1Y | -1.6% | +35.4% | -37.0% | -4.9% |
| 3Y | +17.6% | +59.2% | -41.6% | +11.4% |
| 5Y | -5.3% | +41.2% | -46.5% | -10.4% |
| All | +25.5% | +215.9% | -190.4% | +14.6% |
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