+160.4%
MS vs HIG
+89.3%
+71.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.3% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | -3.8% | +5.6% | -9.3% | -6.0% |
| 3M | -14.6% | -6.9% | -7.7% | -12.2% |
| 6M | -5.1% | +1.3% | -6.4% | -6.6% |
| YTD | +4.5% | -1.5% | +6.0% | +4.0% |
| 1Y | +13.5% | +6.6% | +6.9% | +7.9% |
| 3Y | +160.4% | +91.2% | +69.2% | +101.0% |
| All | +160.4% | +89.3% | +71.1% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling