+184.7%
MS vs USHY
+28.5%
+156.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.8% |
| 30D | -0.3% | +0.1% | -0.3% | -0.5% |
| 3M | +0.3% | +0.8% | -0.5% | -2.2% |
| 6M | +31.3% | +1.7% | +29.6% | +24.8% |
| YTD | +24.7% | +2.5% | +22.2% | +16.0% |
| 1Y | +47.9% | +4.4% | +43.5% | +29.9% |
| All | +184.7% | +28.5% | +156.2% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling