-32.6%
MOD vs BTSG
+111.7%
-144.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.1% | -21.4% | -21.4% |
| 7D | -31.3% | +17.4% | -48.7% | -36.2% |
| 30D | -46.1% | +12.6% | -58.7% | -48.8% |
| 3M | -51.1% | +11.2% | -62.3% | -53.6% |
| 6M | -62.1% | +30.4% | -92.4% | -68.7% |
| YTD | -26.2% | +86.4% | -112.6% | -53.1% |
| 1Y | -32.6% | +117.9% | -150.5% | -65.2% |
| All | -32.6% | +111.7% | -144.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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