+25.7%
LQD vs MAS
+230.1%
-204.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.3% |
| 7D | +0.9% | +3.3% | -2.4% | +0.6% |
| 30D | +2.2% | +25.5% | -23.2% | 0.0% |
| 3M | -0.9% | +11.8% | -12.7% | -2.0% |
| 6M | -2.2% | +21.3% | -23.5% | -4.2% |
| YTD | -1.6% | +37.7% | -39.3% | -5.0% |
| 1Y | -1.3% | +41.0% | -42.3% | -5.0% |
| 3Y | +17.4% | +63.0% | -45.6% | +10.9% |
| 5Y | -5.2% | +44.1% | -49.3% | -10.6% |
| 10Y | +25.7% | +224.3% | -198.6% | +14.3% |
| All | +25.7% | +230.1% | -204.5% | +14.3% |
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