+15.3%
LQD vs MTSI
+231.8%
-216.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | -0.8% | +2.1% | -2.8% | -0.9% |
| 3M | -1.9% | -29.7% | +27.8% | -1.1% |
| 6M | -2.7% | +12.5% | -15.2% | -3.4% |
| YTD | -1.3% | +57.0% | -58.3% | -3.1% |
| 1Y | 0.0% | +103.9% | -103.9% | -2.9% |
| All | +15.3% | +231.8% | -216.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling