-99.7%
DFNS vs MOD
-37.3%
-62.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.7% | -17.9% | -11.0% |
| 7D | -44.0% | -25.5% | -18.5% | -48.3% |
| 30D | -69.1% | -49.0% | -20.1% | -75.2% |
| 3M | -95.6% | -49.8% | -45.8% | -96.5% |
| 6M | -96.2% | -64.8% | -31.4% | -96.9% |
| YTD | -99.6% | -27.6% | -72.0% | -99.8% |
| 1Y | -99.7% | -35.2% | -64.5% | -99.8% |
| All | -99.7% | -37.3% | -62.4% | -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