+17.1%
LQD vs MAS
+58.1%
-41.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +0.2% | +2.0% | -1.7% | 0.0% |
| 30D | +2.4% | +19.4% | -17.0% | +0.5% |
| 3M | -1.3% | +9.4% | -10.7% | -2.3% |
| 6M | -2.7% | +15.3% | -18.1% | -4.4% |
| YTD | -2.2% | +31.3% | -33.5% | -5.5% |
| 1Y | -2.1% | +34.9% | -36.9% | -5.7% |
| 3Y | +17.1% | +58.6% | -41.5% | +5.6% |
| All | +17.1% | +58.1% | -41.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling