+25.2%
LQD vs MAS
+215.0%
-189.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -1.9% |
| 30D | +0.5% | +22.4% | -21.9% | -1.4% |
| 3M | -2.3% | +14.5% | -16.8% | -3.6% |
| 6M | -3.1% | +27.1% | -30.2% | -5.5% |
| YTD | -3.0% | +35.8% | -38.7% | -6.2% |
| 1Y | -2.6% | +39.4% | -42.0% | -6.1% |
| 3Y | +15.2% | +60.3% | -45.1% | +9.0% |
| 5Y | -5.2% | +39.4% | -44.6% | -10.3% |
| All | +25.2% | +215.0% | -189.8% | +14.0% |
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