+1,569.7%
MOD vs BTG
+72.2%
+1,497.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +6.3% | +4.8% | +1.5% | +5.3% |
| 30D | -1.7% | +8.3% | -10.0% | -3.4% |
| 3M | -30.1% | +32.3% | -62.4% | -34.5% |
| 6M | +2.7% | +3.0% | -0.3% | +0.6% |
| YTD | +44.1% | +21.9% | +22.2% | +35.8% |
| 1Y | +38.7% | +28.2% | +10.6% | +29.5% |
| 3Y | +309.8% | +99.9% | +209.9% | +246.6% |
| 5Y | +1,569.7% | +73.6% | +1,496.1% | +1,328.5% |
| All | +1,569.7% | +72.2% | +1,497.5% | +1,328.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling