+13,824.2%
MA vs HIG
+144.8%
+13,679.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.5% | -3.2% | +4.7% | +2.3% |
| 3M | +20.4% | +9.1% | +11.3% | +18.1% |
| 6M | +11.1% | -1.8% | +12.9% | +11.5% |
| YTD | +2.0% | +1.8% | +0.2% | +1.5% |
| 1Y | -2.2% | +4.6% | -6.7% | -3.2% |
| 3Y | +41.9% | +101.6% | -59.8% | +21.8% |
| 5Y | +75.4% | +124.5% | -49.1% | +47.0% |
| 10Y | +527.5% | +317.8% | +209.7% | +352.8% |
| All | +13,824.2% | +144.8% | +13,679.4% | +12,667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling