+187.7%
LQD vs MAS
+567.0%
-379.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +0.4% | +4.6% | -4.1% | +0.3% |
| 30D | +2.5% | +19.9% | -17.4% | +1.9% |
| 3M | -1.5% | +8.9% | -10.4% | -1.8% |
| 6M | -2.1% | +20.2% | -22.3% | -2.8% |
| YTD | -2.0% | +33.9% | -35.9% | -3.1% |
| 1Y | -1.4% | +34.7% | -36.1% | -2.5% |
| 3Y | +16.6% | +60.4% | -43.8% | +14.7% |
| 5Y | -5.6% | +43.5% | -49.0% | -7.2% |
| 10Y | +22.9% | +226.7% | -203.8% | +19.5% |
| All | +187.7% | +567.0% | -379.3% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling