+15,808.0%
MA vs HIG
+142.7%
+15,665.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +11.0% | +5.4% | +5.7% | +9.8% |
| 3M | +17.9% | -0.9% | +18.8% | +18.1% |
| 6M | +33.2% | +4.8% | +28.4% | +31.7% |
| YTD | +16.5% | +0.9% | +15.6% | +16.2% |
| 1Y | +19.1% | +6.5% | +12.6% | +17.4% |
| 3Y | +70.6% | +95.7% | -25.2% | +47.4% |
| 5Y | +92.1% | +107.1% | -15.0% | +63.8% |
| 10Y | +569.6% | +262.6% | +306.9% | +396.2% |
| All | +15,808.0% | +142.7% | +15,665.3% | +14,512.9% |
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