+144.0%
BTI vs MOD
+129.2%
+14.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.2% | -3.4% |
| 7D | -1.0% | -25.5% | +24.5% | -1.4% |
| 30D | +13.0% | -49.0% | +62.0% | +12.2% |
| 3M | +5.3% | -49.8% | +55.1% | +4.6% |
| 6M | +5.3% | -64.8% | +70.1% | +4.7% |
| YTD | +12.4% | -27.6% | +40.0% | +11.3% |
| 1Y | +18.9% | -35.2% | +54.1% | +17.9% |
| 3Y | +144.0% | +137.1% | +6.9% | +112.5% |
| All | +144.0% | +129.2% | +14.8% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling