+1,511.5%
MOD vs BTG
+147.2%
+1,364.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | +3.6% | +2.4% | +1.2% | +3.4% |
| 30D | -2.6% | +9.5% | -12.1% | -3.5% |
| 3M | -33.1% | +38.5% | -71.6% | -35.3% |
| 6M | -7.5% | +5.6% | -13.2% | -8.6% |
| YTD | +39.3% | +23.9% | +15.4% | +35.7% |
| 1Y | +34.3% | +32.1% | +2.1% | +30.3% |
| 3Y | +296.2% | +103.2% | +193.0% | +272.8% |
| 5Y | +1,504.6% | +79.7% | +1,424.8% | +1,408.5% |
| 10Y | +1,511.5% | +159.1% | +1,352.4% | +1,535.7% |
| All | +1,511.5% | +147.2% | +1,364.3% | +1,535.7% |
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 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