+214.8%
MAS vs HIG
+268.7%
-53.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | +3.6% | +2.1% | +1.4% | +2.8% |
| 30D | +23.8% | +6.7% | +17.1% | +20.9% |
| 3M | +14.4% | -1.9% | +16.4% | +15.2% |
| 6M | +19.7% | +5.3% | +14.4% | +16.8% |
| YTD | +36.0% | +1.3% | +34.6% | +34.7% |
| 1Y | +40.4% | +7.2% | +33.2% | +36.1% |
| 3Y | +58.9% | +96.6% | -37.7% | +21.5% |
| 5Y | +44.5% | +110.0% | -65.5% | +7.3% |
| 10Y | +214.8% | +268.4% | -53.6% | +94.5% |
| All | +214.8% | +268.7% | -53.9% | +94.5% |
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