+366.8%
MS vs USHY
+47.8%
+319.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -0.9% |
| 30D | -3.8% | 0.0% | -3.8% | -3.7% |
| 3M | -14.6% | -1.8% | -12.8% | -10.7% |
| 6M | -5.1% | -1.0% | -4.0% | -2.3% |
| YTD | +4.5% | +0.5% | +4.1% | +4.2% |
| 1Y | +13.5% | +1.9% | +11.7% | +9.6% |
| 3Y | +160.4% | +24.9% | +135.5% | +61.8% |
| 5Y | +112.9% | +18.8% | +94.0% | +53.4% |
| All | +366.8% | +47.8% | +319.0% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling