+43.1%
MOD vs BTG
+38.4%
+4.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | +9.6% | -0.9% | +10.5% | +9.7% |
| 30D | 0.0% | +36.8% | -36.8% | -9.7% |
| 3M | -35.4% | +23.1% | -58.5% | -39.8% |
| 6M | -7.3% | +3.5% | -10.7% | -10.6% |
| YTD | +45.8% | +25.5% | +20.3% | +28.9% |
| 1Y | +43.1% | +40.1% | +3.0% | +34.7% |
| All | +43.1% | +38.4% | +4.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling