-35.5%
MOD vs BTG
+31.1%
-66.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -1.1% |
| 7D | -17.8% | +13.0% | -30.8% | -21.0% |
| 30D | -43.2% | +1.1% | -44.4% | -43.4% |
| 3M | -46.0% | +5.3% | -51.4% | -47.0% |
| 6M | -62.2% | +1.1% | -63.3% | -62.8% |
| YTD | -22.8% | +19.2% | -42.0% | -33.9% |
| 1Y | -35.5% | +31.5% | -66.9% | -48.3% |
| All | -35.5% | +31.1% | -66.6% | -48.3% |
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 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