+22.6%
LQD vs MS
+803.8%
-781.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.2% | +2.5% | -2.2% | +0.1% |
| 30D | -0.6% | 0.0% | -0.5% | -0.6% |
| 3M | -1.2% | +2.4% | -3.7% | -1.4% |
| 6M | -1.9% | +36.4% | -38.3% | -3.5% |
| YTD | -1.3% | +23.8% | -25.1% | -2.4% |
| 1Y | -1.0% | +48.6% | -49.6% | -3.1% |
| 3Y | +15.2% | +179.1% | -163.9% | +8.8% |
| 5Y | -4.4% | +144.8% | -149.2% | -9.7% |
| 10Y | +22.6% | +794.2% | -771.6% | +13.2% |
| All | +22.6% | +803.8% | -781.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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