+1,082.7%
MOD vs USHY
+19.5%
+1,063.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +28.2% |
| 7D | +40.4% | -0.4% | +40.8% | +42.4% |
| 30D | -14.0% | +0.6% | -14.6% | -16.0% |
| 3M | -33.3% | -2.0% | -31.3% | -28.9% |
| 6M | -51.4% | -0.5% | -50.9% | -50.3% |
| YTD | +1.6% | +0.6% | +1.0% | +1.5% |
| 1Y | +5.4% | +2.1% | +3.3% | +1.0% |
| 3Y | +191.0% | +25.3% | +165.7% | +75.5% |
| All | +1,082.7% | +19.5% | +1,063.2% | +723.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling