+154.4%
BTI vs MOD
+1,086.9%
-932.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +27.9% | -26.5% | +1.0% |
| 7D | +1.6% | +40.4% | -38.8% | +1.1% |
| 30D | +9.2% | -14.0% | +23.2% | +9.5% |
| 3M | +9.6% | -33.3% | +43.0% | +10.5% |
| 6M | -2.4% | -51.4% | +49.0% | -1.0% |
| YTD | +14.2% | +1.6% | +12.6% | +12.6% |
| 1Y | +20.3% | +5.4% | +14.9% | +18.4% |
| 3Y | +147.4% | +191.0% | -43.6% | +120.4% |
| All | +154.4% | +1,086.9% | -932.5% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling