+810.7%
MOD vs BTG
+167.5%
+643.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.1% |
| 7D | +16.1% | -5.9% | +22.0% | +16.8% |
| 30D | -38.5% | -5.0% | -33.5% | -38.3% |
| 3M | -46.8% | -4.5% | -42.4% | -46.7% |
| 6M | -61.6% | -7.0% | -54.6% | -61.6% |
| YTD | -20.5% | +11.4% | -31.9% | -22.0% |
| 1Y | -28.0% | +20.1% | -48.2% | -29.8% |
| 3Y | +134.9% | +81.5% | +53.5% | +121.7% |
| 5Y | +833.2% | +32.1% | +801.0% | +779.8% |
| All | +810.7% | +167.5% | +643.2% | +825.3% |
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