-2.4%
LQD vs MTSI
+41.9%
-44.3%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | 0.0% |
| 7D | -0.5% | +7.2% | -7.7% | -0.6% |
| 30D | +1.3% | -18.4% | +19.8% | +1.6% |
| 3M | -1.1% | -16.7% | +15.6% | -1.0% |
| 6M | -2.6% | -31.7% | +29.1% | -2.2% |
| YTD | -2.3% | +45.9% | -48.1% | -4.3% |
| 1Y | -2.4% | +47.0% | -49.4% | -4.4% |
| All | -2.4% | +41.9% | -44.3% | -4.4% |
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 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