-9.4%
BITO vs MOD
+1,470.7%
-1,480.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +1.1% | +3.6% | -2.5% | +0.4% |
| 30D | +21.8% | -2.6% | +24.4% | +22.1% |
| 3M | +25.0% | -33.1% | +58.2% | +33.1% |
| 6M | +11.3% | -7.5% | +18.9% | +10.2% |
| YTD | -12.7% | +39.3% | -52.0% | -21.4% |
| 1Y | -32.3% | +34.3% | -66.6% | -39.2% |
| 3Y | +150.3% | +296.2% | -145.9% | +68.5% |
| All | -9.4% | +1,470.7% | -1,480.0% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling