-2.2%
LQD vs MTSI
+108.0%
-110.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.8% |
| 7D | -1.1% | +4.8% | -5.9% | -1.2% |
| 30D | -1.1% | -9.2% | +8.0% | -1.0% |
| 3M | -2.3% | -23.1% | +20.8% | -1.9% |
| 6M | -2.9% | +23.5% | -26.4% | -3.7% |
| YTD | -2.3% | +59.1% | -61.4% | -3.5% |
| 1Y | -2.2% | +106.9% | -109.0% | -3.5% |
| All | -2.2% | +108.0% | -110.2% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling