+450.7%
MS vs USHY
+50.4%
+400.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | 0.0% |
| 7D | +1.7% | -0.1% | +1.8% | +2.0% |
| 30D | 0.0% | 0.0% | +0.1% | +0.1% |
| 3M | +3.0% | +0.8% | +2.1% | +1.1% |
| 6M | +35.7% | +1.9% | +33.8% | +30.3% |
| YTD | +23.3% | +2.3% | +21.1% | +17.7% |
| 1Y | +44.7% | +4.1% | +40.5% | +32.5% |
| 3Y | +178.0% | +27.8% | +150.2% | +63.7% |
| 5Y | +143.2% | +21.5% | +121.7% | +65.9% |
| All | +450.7% | +50.4% | +400.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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