-100.0%
DFNS vs MOD
+148.6%
-248.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.9% | -12.9% | +1.5% |
| 7D | -42.8% | -13.9% | -28.9% | -47.6% |
| 30D | -67.6% | -41.5% | -26.0% | -75.8% |
| 3M | -94.9% | -45.7% | -49.1% | -96.4% |
| 6M | -96.7% | -61.1% | -35.6% | -97.8% |
| YTD | -99.6% | -20.5% | -79.1% | -99.6% |
| 1Y | -99.7% | -32.1% | -67.6% | -99.8% |
| 3Y | -100.0% | +146.5% | -246.4% | -100.0% |
| All | -100.0% | +148.6% | -248.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling