+148.3%
HYG vs MOD
+361.6%
-213.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +0.3% | -17.8% | +18.1% | +1.3% |
| 30D | -0.1% | -43.2% | +43.2% | +3.4% |
| 3M | -1.9% | -46.0% | +44.1% | +1.6% |
| 6M | -1.3% | -62.2% | +60.9% | +4.2% |
| YTD | +0.1% | -22.8% | +22.9% | -0.1% |
| 1Y | +1.0% | -35.5% | +36.5% | +1.9% |
| 3Y | +23.8% | +128.2% | -104.5% | +10.6% |
| 5Y | +17.3% | +791.6% | -774.3% | -7.3% |
| 10Y | +55.0% | +886.3% | -831.3% | +13.4% |
| All | +148.3% | +361.6% | -213.3% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling