+186.8%
LQD vs MKSI
+1,821.2%
-1,634.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -1.1% | +2.7% | -3.8% | -1.1% |
| 30D | -1.3% | -12.8% | +11.5% | -1.1% |
| 3M | -3.2% | -22.5% | +19.3% | -3.0% |
| 6M | -2.1% | +19.4% | -21.5% | -2.5% |
| YTD | -2.4% | +67.7% | -70.1% | -3.2% |
| 1Y | -2.7% | +131.4% | -134.1% | -4.0% |
| 3Y | +14.2% | +197.3% | -183.1% | +11.8% |
| 5Y | -5.8% | +87.0% | -92.8% | -7.8% |
| 10Y | +22.2% | +522.1% | -499.9% | +20.7% |
| All | +186.8% | +1,821.2% | -1,634.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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