+122.9%
MS vs HIG
+110.6%
+12.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +5.1% | +2.6% | +2.5% | +3.6% |
| 30D | +5.7% | +4.2% | +1.5% | +3.1% |
| 3M | -12.2% | +0.2% | -12.4% | -12.6% |
| 6M | -0.5% | +4.6% | -5.1% | -4.4% |
| YTD | +9.8% | +1.1% | +8.7% | +7.4% |
| 1Y | +17.7% | +4.7% | +13.0% | +12.2% |
| 3Y | +176.8% | +95.5% | +81.4% | +67.1% |
| All | +122.9% | +110.6% | +12.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling