+144.0%
BTI vs MOD
+135.8%
+8.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.2% | +16.1% | -19.3% | -3.0% |
| 30D | +9.7% | -38.5% | +48.2% | +9.2% |
| 3M | +11.1% | -46.8% | +57.9% | +10.5% |
| 6M | -1.2% | -61.6% | +60.4% | -1.5% |
| YTD | +12.7% | -20.5% | +33.2% | +11.8% |
| 1Y | +15.8% | -28.0% | +43.8% | +15.0% |
| All | +144.0% | +135.8% | +8.2% | +108.8% |
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