+390.5%
MS vs USHY
+48.0%
+342.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | +5.1% | -0.4% | +5.5% | +6.1% |
| 30D | +5.7% | +0.6% | +5.1% | +4.3% |
| 3M | -12.2% | -2.0% | -10.2% | -7.7% |
| 6M | -0.5% | -0.5% | 0.0% | +1.2% |
| YTD | +9.8% | +0.6% | +9.2% | +9.2% |
| 1Y | +17.7% | +2.1% | +15.6% | +13.0% |
| 3Y | +176.8% | +25.3% | +151.5% | +70.7% |
| 5Y | +123.7% | +19.7% | +104.0% | +58.2% |
| All | +390.5% | +48.0% | +342.5% | +118.1% |
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