+379.4%
MOD vs USHY
+47.7%
+331.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -1.8% |
| 7D | -17.8% | +0.3% | -18.1% | -18.9% |
| 30D | -43.2% | -0.1% | -43.1% | -43.1% |
| 3M | -46.0% | -1.9% | -44.2% | -42.9% |
| 6M | -62.2% | -1.0% | -61.2% | -60.8% |
| YTD | -22.8% | +0.4% | -23.2% | -22.3% |
| 1Y | -35.5% | +1.4% | -36.9% | -36.6% |
| 3Y | +128.2% | +24.9% | +103.3% | +34.9% |
| 5Y | +791.6% | +19.3% | +772.3% | +523.1% |
| All | +379.4% | +47.7% | +331.7% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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