-17.9%
BITO vs MOD
+796.1%
-814.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -6.3% | +16.1% | -22.4% | -8.9% |
| 30D | -14.6% | -38.5% | +23.9% | -7.6% |
| 3M | +11.4% | -46.8% | +58.3% | +23.2% |
| 6M | -13.3% | -61.6% | +48.3% | +0.3% |
| YTD | -20.9% | -20.5% | -0.4% | -22.2% |
| 1Y | -32.1% | -28.0% | -4.1% | -32.3% |
| 3Y | +58.2% | +134.9% | -76.7% | +16.2% |
| 5Y | -13.6% | +833.2% | -846.8% | -57.7% |
| All | -17.9% | +796.1% | -814.0% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling