+25.2%
LQD vs MSI
+664.3%
-639.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.6% | +3.2% | -4.9% | -1.8% |
| 30D | +0.5% | +17.6% | -17.1% | -0.4% |
| 3M | -2.3% | +14.5% | -16.8% | -3.1% |
| 6M | -3.1% | +34.3% | -37.3% | -4.8% |
| YTD | -3.0% | +39.7% | -42.7% | -5.1% |
| 1Y | -2.6% | +40.2% | -42.7% | -4.7% |
| 3Y | +15.2% | +77.1% | -62.0% | +10.6% |
| 5Y | -5.2% | +124.0% | -129.2% | -10.7% |
| All | +25.2% | +664.3% | -639.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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