-14.1%
BITO vs MOD
+832.8%
-846.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.9% | -11.2% | -3.0% |
| 7D | -2.4% | -13.9% | +11.6% | -0.5% |
| 30D | -9.5% | -41.5% | +32.0% | -1.3% |
| 3M | +13.5% | -45.7% | +59.2% | +24.9% |
| 6M | -8.6% | -61.1% | +52.5% | +5.4% |
| YTD | -17.2% | -20.5% | +3.3% | -18.5% |
| 1Y | -30.5% | -32.1% | +1.6% | -29.9% |
| 3Y | +69.2% | +146.5% | -77.2% | +23.4% |
| 5Y | -14.1% | +812.7% | -826.9% | -59.3% |
| All | -14.1% | +832.8% | -846.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling