+1.9%
HYG vs MOD
-30.3%
+32.2%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.2% |
| 7D | -0.2% | +8.2% | -8.4% | -0.4% |
| 30D | +0.6% | -38.2% | +38.8% | +1.5% |
| 3M | -1.2% | -46.2% | +45.0% | -0.1% |
| 6M | -0.4% | -62.5% | +62.2% | +1.6% |
| YTD | +0.8% | -20.1% | +20.9% | +0.9% |
| All | +1.9% | -30.3% | +32.2% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling