+215.9%
MAS vs HIG
+276.3%
-60.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.3% | -1.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.6% |
| 30D | +19.4% | +5.6% | +13.8% | +17.1% |
| 3M | +9.4% | -6.9% | +16.3% | +12.4% |
| 6M | +15.3% | +1.3% | +14.0% | +14.3% |
| YTD | +31.3% | -1.5% | +32.8% | +31.5% |
| 1Y | +34.9% | +6.6% | +28.3% | +31.0% |
| 3Y | +58.6% | +91.2% | -32.6% | +22.6% |
| 5Y | +40.7% | +106.1% | -65.4% | +5.2% |
| All | +215.9% | +276.3% | -60.4% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling