-33.5%
MOD vs BTSG
+106.9%
-140.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +8.6% |
| 7D | -13.9% | +4.4% | -18.3% | -15.3% |
| 30D | -41.5% | +8.5% | -50.0% | -43.5% |
| 3M | -45.7% | +10.8% | -56.5% | -48.2% |
| 6M | -61.1% | +26.1% | -87.2% | -67.1% |
| YTD | -20.5% | +84.6% | -105.1% | -48.7% |
| All | -33.5% | +106.9% | -140.4% | -62.4% |
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