+128.2%
BTI vs MOD
+920.5%
-792.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | -0.1% | -17.8% | +17.7% | +0.6% |
| 30D | +9.6% | -43.2% | +52.8% | +12.4% |
| 3M | +8.3% | -46.0% | +54.3% | +11.2% |
| 6M | +7.5% | -62.2% | +69.7% | +12.1% |
| YTD | +12.3% | -22.8% | +35.1% | +11.3% |
| 1Y | +16.2% | -35.5% | +51.7% | +16.3% |
| 3Y | +148.0% | +128.2% | +19.8% | +116.9% |
| 5Y | +153.2% | +791.6% | -638.4% | +90.9% |
| 10Y | +128.2% | +886.3% | -758.1% | +56.2% |
| All | +128.2% | +920.5% | -792.3% | +56.2% |
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 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