+513.2%
MA vs HIG
+314.4%
+198.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | +0.8% | -2.8% | +3.6% | +2.0% |
| 3M | +14.8% | +6.3% | +8.4% | +11.7% |
| 6M | +10.0% | -0.1% | +10.1% | +9.7% |
| YTD | -0.1% | +0.4% | -0.5% | -0.6% |
| 1Y | -2.2% | +6.2% | -8.5% | -5.1% |
| 3Y | +39.3% | +101.6% | -62.4% | +2.8% |
| 5Y | +66.3% | +119.8% | -53.5% | +17.7% |
| 10Y | +513.2% | +311.7% | +201.5% | +242.8% |
| All | +513.2% | +314.4% | +198.9% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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