+393.5%
MOD vs USHY
+48.2%
+345.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.6% |
| 7D | +16.1% | -0.3% | +16.4% | +17.3% |
| 30D | -38.5% | +0.3% | -38.8% | -39.2% |
| 3M | -46.8% | -1.7% | -45.1% | -44.0% |
| 6M | -61.6% | -0.4% | -61.2% | -60.9% |
| YTD | -20.5% | +0.7% | -21.2% | -20.8% |
| 1Y | -28.0% | +1.8% | -29.8% | -30.0% |
| 3Y | +134.9% | +25.3% | +109.6% | +37.5% |
| 5Y | +833.2% | +19.9% | +813.3% | +542.7% |
| All | +393.5% | +48.2% | +345.3% | +139.8% |
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