-100.0%
DFNS vs MOD
+2,005.2%
-2,105.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -19.5% |
| 7D | -12.7% | +16.1% | -28.8% | -8.9% |
| 30D | -65.2% | -38.5% | -26.7% | -69.9% |
| 3M | -94.6% | -46.8% | -47.7% | -95.6% |
| 6M | -96.2% | -61.6% | -34.6% | -97.0% |
| YTD | -99.6% | -20.5% | -79.1% | -99.6% |
| 1Y | -99.7% | -28.0% | -71.7% | -99.7% |
| 3Y | -100.0% | +134.9% | -234.9% | -100.0% |
| 5Y | -100.0% | +833.2% | -933.1% | -100.0% |
| All | -100.0% | +2,005.2% | -2,105.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling