+6,024.9%
BTI vs MOD
+3,565.2%
+2,459.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.4% |
| 7D | -1.4% | +9.6% | -11.0% | -2.1% |
| 30D | -6.6% | 0.0% | -6.6% | -6.7% |
| 3M | -3.0% | -35.4% | +32.4% | -0.3% |
| 6M | -6.7% | -7.3% | +0.6% | -7.3% |
| YTD | +0.6% | +45.8% | -45.2% | -4.0% |
| 1Y | +5.6% | +43.1% | -37.5% | +0.5% |
| 3Y | +110.3% | +297.7% | -187.3% | +76.3% |
| 5Y | +114.3% | +1,478.8% | -1,364.5% | +55.0% |
| 10Y | +67.7% | +1,633.4% | -1,565.7% | +11.8% |
| All | +6,024.9% | +3,565.2% | +2,459.6% | +2,987.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling