-2.6%
LQD vs MSTU
-90.4%
+87.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.2% |
| 7D | -1.6% | -25.8% | +24.2% | -1.4% |
| 30D | +0.5% | -43.9% | +44.4% | +0.9% |
| 3M | -2.3% | +2.9% | -5.2% | -2.6% |
| 6M | -3.1% | -75.5% | +72.4% | -2.6% |
| YTD | -3.0% | -76.7% | +73.7% | -2.5% |
| 1Y | -2.6% | -88.9% | +86.4% | -1.7% |
| All | -2.6% | -90.4% | +87.9% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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