+69.6%
BTI vs MOD
+1,504.3%
-1,434.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.4% | +6.3% | -7.7% | -1.7% |
| 30D | -7.0% | -1.7% | -5.4% | -7.0% |
| 3M | -6.3% | -30.1% | +23.8% | -4.7% |
| 6M | -2.0% | +2.7% | -4.7% | -3.1% |
| YTD | +0.2% | +44.1% | -43.9% | -3.3% |
| 1Y | +3.8% | +38.7% | -34.9% | 0.0% |
| 3Y | +112.1% | +309.8% | -197.7% | +81.0% |
| 5Y | +113.6% | +1,569.7% | -1,456.1% | +57.0% |
| 10Y | +69.6% | +1,520.5% | -1,450.9% | +17.3% |
| All | +69.6% | +1,504.3% | -1,434.6% | +17.3% |
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 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