+0.9%
LQD vs MSTZ
-99.1%
+100.0%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.9% |
| 7D | -1.1% | +24.8% | -25.9% | -0.9% |
| 30D | -1.1% | -59.2% | +58.1% | -1.5% |
| 3M | -2.3% | -56.9% | +54.5% | -2.6% |
| 6M | -2.9% | -57.6% | +54.7% | -3.0% |
| YTD | -2.3% | -73.6% | +71.3% | -2.4% |
| 1Y | -2.2% | -15.6% | +13.4% | -1.6% |
| All | +0.9% | -99.1% | +100.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling