+886.3%
MOD vs BTG
+144.7%
+741.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.3% |
| 7D | -17.8% | +13.0% | -30.8% | -19.0% |
| 30D | -43.2% | +1.1% | -44.4% | -43.3% |
| 3M | -46.0% | +5.3% | -51.4% | -46.4% |
| 6M | -62.2% | +1.1% | -63.3% | -62.5% |
| YTD | -22.8% | +19.2% | -42.0% | -24.7% |
| 1Y | -35.5% | +31.5% | -66.9% | -37.5% |
| 3Y | +128.2% | +94.3% | +33.9% | +114.6% |
| 5Y | +791.6% | +41.8% | +749.8% | +737.0% |
| 10Y | +886.3% | +162.9% | +723.4% | +910.8% |
| All | +886.3% | +144.7% | +741.6% | +910.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling