-64.8%
MOD vs BTSG
+28.0%
-92.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.8% | +5.2% |
| 7D | -25.5% | +0.4% | -25.9% | -25.5% |
| 30D | -49.0% | +5.3% | -54.3% | -49.4% |
| 3M | -49.8% | +10.8% | -60.6% | -51.0% |
| 6M | -64.8% | +27.3% | -92.1% | -73.0% |
| All | -64.8% | +28.0% | -92.7% | -73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling