+55.2%
HYG vs MOD
+1,465.6%
-1,410.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.2% | -0.3% |
| 7D | -0.7% | -3.9% | +3.2% | -0.5% |
| 30D | -0.6% | -9.6% | +9.0% | -0.1% |
| 3M | +0.4% | -30.6% | +31.0% | +2.1% |
| 6M | +1.2% | -10.9% | +12.2% | +1.1% |
| YTD | +1.5% | +34.3% | -32.8% | -1.2% |
| 1Y | +3.2% | +18.3% | -15.1% | +0.8% |
| 3Y | +25.9% | +281.9% | -256.0% | +11.5% |
| 5Y | +18.6% | +1,486.4% | -1,467.8% | -5.9% |
| All | +55.2% | +1,465.6% | -1,410.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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