+503.0%
MA vs HYG
+56.1%
+447.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -0.4% |
| 30D | +1.7% | -0.7% | +2.4% | +3.1% |
| 3M | +17.2% | -0.2% | +17.4% | +17.6% |
| 6M | +13.3% | +1.4% | +11.9% | +10.1% |
| YTD | +0.2% | +1.5% | -1.3% | -2.7% |
| 1Y | -2.7% | +2.9% | -5.6% | -8.0% |
| 3Y | +39.1% | +25.6% | +13.4% | -10.1% |
| 5Y | +68.8% | +18.6% | +50.2% | +25.2% |
| All | +503.0% | +56.1% | +447.0% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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