+305.3%
MA vs USHY
+49.7%
+255.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.6% |
| 7D | -3.5% | -0.7% | -2.7% | -2.1% |
| 30D | +0.7% | -0.5% | +1.2% | +1.8% |
| 3M | +15.8% | +0.5% | +15.3% | +14.6% |
| 6M | +10.2% | +1.5% | +8.7% | +6.9% |
| YTD | -0.5% | +1.7% | -2.2% | -4.0% |
| 1Y | -1.8% | +3.5% | -5.4% | -8.5% |
| 3Y | +38.7% | +27.2% | +11.6% | -13.6% |
| 5Y | +67.6% | +21.0% | +46.6% | +18.9% |
| All | +305.3% | +49.7% | +255.6% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USHY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling