-98.3%
DFNS vs MOD
+45.0%
-143.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +1.8% |
| 7D | -16.0% | +9.6% | -25.6% | -13.8% |
| 30D | -77.7% | 0.0% | -77.7% | -77.9% |
| 3M | -77.2% | -35.4% | -41.8% | -75.1% |
| 6M | -95.2% | -7.3% | -87.9% | -95.6% |
| YTD | -98.0% | +45.8% | -143.8% | -98.6% |
| 1Y | -98.3% | +43.1% | -141.4% | -98.7% |
| All | -98.3% | +45.0% | -143.3% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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