+187.3%
LQD vs MAS
+554.2%
-366.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.2% | +2.0% | -1.7% | +0.2% |
| 30D | +2.4% | +19.4% | -17.0% | +1.8% |
| 3M | -1.3% | +9.4% | -10.7% | -1.6% |
| 6M | -2.7% | +15.3% | -18.1% | -3.3% |
| YTD | -2.2% | +31.3% | -33.5% | -3.1% |
| 1Y | -2.1% | +34.9% | -36.9% | -3.1% |
| 3Y | +17.1% | +58.6% | -41.5% | +15.2% |
| 5Y | -5.7% | +40.7% | -46.4% | -7.2% |
| 10Y | +22.8% | +220.4% | -197.6% | +19.4% |
| All | +187.3% | +554.2% | -366.9% | +176.5% |
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