+25.2%
LQD vs MTSI
+465.0%
-439.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | -0.1% |
| 7D | -1.6% | +10.0% | -11.6% | -1.9% |
| 30D | +0.5% | -20.3% | +20.9% | +1.0% |
| 3M | -2.3% | -24.4% | +22.1% | -1.9% |
| 6M | -3.1% | -39.2% | +36.1% | -2.2% |
| YTD | -3.0% | +35.5% | -38.5% | -4.5% |
| 1Y | -2.6% | +43.0% | -45.6% | -4.3% |
| 3Y | +15.2% | +196.3% | -181.1% | +10.0% |
| 5Y | -5.2% | +210.0% | -215.2% | -10.0% |
| All | +25.2% | +465.0% | -439.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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