+116.7%
BTI vs MOD
+906.4%
-789.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.2% | -3.7% |
| 7D | -1.0% | -25.5% | +24.5% | +0.2% |
| 30D | +13.0% | -49.0% | +62.0% | +16.5% |
| 3M | +5.3% | -49.8% | +55.1% | +8.5% |
| 6M | +5.3% | -64.8% | +70.1% | +10.1% |
| YTD | +12.4% | -27.6% | +40.0% | +11.8% |
| 1Y | +18.9% | -35.2% | +54.1% | +18.9% |
| 3Y | +144.0% | +137.1% | +6.9% | +112.6% |
| 5Y | +156.3% | +760.3% | -604.0% | +94.1% |
| All | +116.7% | +906.4% | -789.6% | +52.9% |
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