+23.3%
LQD vs MTSI
+571.2%
-547.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.3% |
| 7D | 0.0% | +11.1% | -11.1% | -0.3% |
| 30D | -0.2% | -3.7% | +3.5% | -0.1% |
| 3M | -1.7% | -20.2% | +18.6% | -1.2% |
| 6M | -2.7% | +30.8% | -33.5% | -3.8% |
| YTD | -1.4% | +67.0% | -68.5% | -3.3% |
| 1Y | -1.0% | +120.4% | -121.4% | -3.7% |
| 3Y | +15.1% | +260.4% | -245.3% | +9.7% |
| 5Y | -5.2% | +356.3% | -361.4% | -10.6% |
| 10Y | +23.3% | +581.1% | -557.8% | +14.4% |
| All | +23.3% | +571.2% | -547.8% | +14.4% |
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