+306.8%
MA vs USHY
+50.4%
+256.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.2% |
| 7D | -3.5% | -0.1% | -3.4% | -3.2% |
| 30D | +0.8% | 0.0% | +0.8% | +0.9% |
| 3M | +14.8% | +0.8% | +13.9% | +12.9% |
| 6M | +10.0% | +1.9% | +8.1% | +5.8% |
| YTD | -0.1% | +2.3% | -2.4% | -4.5% |
| 1Y | -2.2% | +4.1% | -6.4% | -9.9% |
| 3Y | +39.3% | +27.8% | +11.5% | -14.1% |
| 5Y | +66.3% | +21.5% | +44.8% | +17.1% |
| All | +306.8% | +50.4% | +256.4% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling