+189.0%
LQD vs MS
+865.6%
-676.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | +0.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.2% |
| 3M | -0.9% | -13.0% | +12.1% | -0.6% |
| 6M | -2.2% | -2.0% | -0.2% | -2.2% |
| YTD | -1.6% | +7.8% | -9.4% | -1.9% |
| 1Y | -1.3% | +17.9% | -19.2% | -1.8% |
| 3Y | +17.4% | +174.8% | -157.4% | +14.1% |
| 5Y | -5.2% | +119.9% | -125.0% | -7.5% |
| 10Y | +25.7% | +578.8% | -553.2% | +18.9% |
| All | +189.0% | +865.6% | -676.6% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling