-20.9%
BITO vs MOD
+1,045.8%
-1,066.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +27.9% | -31.4% | -8.2% |
| 7D | -9.2% | +40.4% | -49.6% | -15.1% |
| 30D | -15.9% | -14.0% | -1.9% | -14.8% |
| 3M | +7.3% | -33.3% | +40.7% | +13.4% |
| 6M | -15.2% | -51.4% | +36.2% | -6.4% |
| YTD | -23.8% | +1.6% | -25.4% | -28.6% |
| 1Y | -32.2% | +5.4% | -37.6% | -37.4% |
| 3Y | +55.1% | +191.0% | -135.9% | +9.2% |
| 5Y | -16.7% | +1,093.1% | -1,109.8% | -61.2% |
| All | -20.9% | +1,045.8% | -1,066.6% | -62.6% |
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