+212.3%
MAS vs HIG
+261.7%
-49.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.0% | +2.6% | +0.4% | +2.0% |
| 30D | +22.4% | +4.2% | +18.2% | +20.6% |
| 3M | +14.5% | +0.2% | +14.3% | +14.4% |
| 6M | +27.1% | +4.6% | +22.5% | +24.4% |
| YTD | +35.8% | +1.1% | +34.6% | +34.6% |
| 1Y | +39.4% | +4.7% | +34.7% | +36.4% |
| 3Y | +60.3% | +95.5% | -35.2% | +22.8% |
| 5Y | +39.4% | +111.7% | -72.2% | +3.3% |
| All | +212.3% | +261.7% | -49.4% | +93.7% |
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