+38.7%
MOD vs BTG
+29.7%
+9.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.4% |
| 7D | +6.3% | +4.8% | +1.5% | +4.8% |
| 30D | -1.7% | +8.3% | -10.0% | -4.2% |
| 3M | -30.1% | +32.3% | -62.4% | -36.6% |
| 6M | +2.7% | +3.0% | -0.3% | -0.7% |
| YTD | +44.1% | +21.9% | +22.2% | +28.4% |
| 1Y | +38.7% | +28.2% | +10.6% | +26.9% |
| All | +38.7% | +29.7% | +9.1% | +26.9% |
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