+189.9%
LQD vs MSI
+1,448.0%
-1,258.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.4% | -3.7% | +3.3% | -0.3% |
| 30D | -0.8% | +6.8% | -7.6% | -0.9% |
| 3M | -1.9% | +14.3% | -16.2% | -2.3% |
| 6M | -2.7% | -1.6% | -1.1% | -2.7% |
| YTD | -1.3% | +22.8% | -24.1% | -1.8% |
| 1Y | 0.0% | -1.1% | +1.1% | -0.1% |
| 3Y | +14.9% | +70.5% | -55.6% | +13.2% |
| 5Y | -4.6% | +102.8% | -107.4% | -6.5% |
| 10Y | +22.0% | +597.4% | -575.4% | +16.8% |
| All | +189.9% | +1,448.0% | -1,258.1% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling