+114.4%
BTI vs MOD
+331.6%
-217.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.1% |
| 7D | -1.4% | +9.6% | -11.0% | -1.4% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -3.0% | -35.4% | +32.4% | -2.6% |
| 6M | -6.7% | -7.3% | +0.6% | -6.9% |
| YTD | +0.6% | +45.8% | -45.2% | -0.1% |
| 1Y | +5.6% | +43.1% | -37.5% | +5.1% |
| All | +114.4% | +331.6% | -217.3% | +91.5% |
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