+115.9%
MOD vs BTSG
+493.4%
-377.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.3% | +28.2% | +28.0% |
| 7D | +40.4% | +6.0% | +34.4% | +37.1% |
| 30D | -14.0% | +12.4% | -26.4% | -18.2% |
| 3M | -33.3% | +18.2% | -51.6% | -38.2% |
| 6M | -51.4% | +26.0% | -77.4% | -56.8% |
| YTD | +1.6% | +90.1% | -88.5% | -24.4% |
| 1Y | +5.4% | +124.3% | -118.9% | -26.6% |
| All | +115.9% | +493.4% | -377.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling