+15,614.6%
MA vs HIG
+137.0%
+15,477.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +14.7% | +5.6% | +9.1% | +13.3% |
| 3M | +13.5% | -6.9% | +20.4% | +15.3% |
| 6M | +33.1% | +1.3% | +31.8% | +32.7% |
| YTD | +15.1% | -1.5% | +16.5% | +15.3% |
| 1Y | +18.7% | +6.6% | +12.1% | +17.0% |
| 3Y | +72.1% | +91.2% | -19.1% | +49.4% |
| 5Y | +92.8% | +106.1% | -13.3% | +64.6% |
| 10Y | +571.6% | +283.7% | +287.9% | +392.9% |
| All | +15,614.6% | +137.0% | +15,477.6% | +14,410.2% |
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