+137.1%
MOD vs BTG
+78.1%
+59.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.2% |
| 7D | -25.5% | +17.4% | -42.9% | -28.8% |
| 30D | -49.0% | +8.0% | -57.0% | -50.1% |
| 3M | -49.8% | +32.5% | -82.3% | -53.6% |
| 6M | -64.8% | +21.6% | -86.3% | -66.8% |
| YTD | -27.6% | +21.2% | -48.9% | -32.8% |
| 1Y | -35.2% | +43.9% | -79.1% | -42.0% |
| 3Y | +137.1% | +78.6% | +58.5% | +93.1% |
| All | +137.1% | +78.1% | +59.1% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling