-56.4%
MSTR vs HYG
+4.1%
-60.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -0.8% |
| 7D | +12.2% | -0.2% | +12.4% | +14.3% |
| 30D | +45.2% | +0.1% | +45.1% | +45.0% |
| 3M | +10.4% | +0.7% | +9.7% | +6.4% |
| 6M | -2.5% | +1.5% | -4.0% | -7.3% |
| YTD | -6.0% | +2.2% | -8.2% | -14.4% |
| 1Y | -56.4% | +3.9% | -60.3% | -64.2% |
| All | -56.4% | +4.1% | -60.5% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling