+5,628.9%
MA vs HYG
+153.4%
+5,475.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.4% | -0.1% | +1.5% | +1.5% |
| 3M | +17.7% | +1.0% | +16.8% | +16.2% |
| 6M | +9.7% | +2.3% | +7.3% | +6.2% |
| YTD | +0.5% | +2.1% | -1.6% | -2.5% |
| 1Y | -2.1% | +3.8% | -5.9% | -7.0% |
| 3Y | +40.1% | +26.7% | +13.4% | +1.7% |
| 5Y | +67.5% | +19.3% | +48.2% | +33.4% |
| 10Y | +505.6% | +55.3% | +450.3% | +262.0% |
| All | +5,628.9% | +153.4% | +5,475.5% | +2,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling