+53.8%
MOD vs BTSG
+459.6%
-405.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.8% | +4.9% |
| 7D | -25.5% | +0.4% | -25.9% | -25.6% |
| 30D | -49.0% | +5.3% | -54.3% | -50.2% |
| 3M | -49.8% | +10.8% | -60.6% | -52.3% |
| 6M | -64.8% | +27.3% | -92.1% | -68.9% |
| YTD | -27.6% | +79.3% | -106.9% | -44.8% |
| 1Y | -35.2% | +106.0% | -141.2% | -53.2% |
| All | +53.8% | +459.6% | -405.8% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling