+2,383.6%
MSFT vs HYG
+151.8%
+2,231.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | -3.5% | -0.7% | -2.7% | -2.6% |
| 30D | -2.1% | -0.6% | -1.5% | -1.4% |
| 3M | +24.2% | +0.4% | +23.7% | +23.6% |
| 6M | +21.9% | +1.2% | +20.6% | +20.2% |
| YTD | +2.5% | +1.5% | +1.0% | +0.8% |
| 1Y | -0.8% | +3.2% | -3.9% | -4.4% |
| 3Y | +50.8% | +25.9% | +24.9% | +14.6% |
| 5Y | +73.5% | +18.6% | +54.9% | +43.7% |
| 10Y | +886.6% | +55.8% | +830.8% | +532.2% |
| All | +2,383.6% | +151.8% | +2,231.8% | +873.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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