-1.0%
LQD vs MS
+49.1%
-50.1%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.1% |
| YTD | -1.3% | +23.8% | -25.1% | -2.3% |
| 1Y | -1.0% | +48.6% | -49.6% | -2.4% |
| All | -1.0% | +49.1% | -50.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling