-99.7%
DFNS vs MOD
-35.8%
-63.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.9% | +15.7% | +12.2% |
| 7D | -37.0% | -17.8% | -19.1% | -40.2% |
| 30D | -63.4% | -43.2% | -20.2% | -69.6% |
| 3M | -94.1% | -46.0% | -48.0% | -95.2% |
| 6M | -96.3% | -62.2% | -34.1% | -96.9% |
| YTD | -99.6% | -22.8% | -76.8% | -99.7% |
| 1Y | -99.7% | -35.5% | -64.2% | -99.8% |
| All | -99.7% | -35.8% | -63.9% | -99.8% |
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