-100.0%
DFNS vs MOD
+116.8%
-216.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -7.3% | -12.4% | -22.9% |
| 7D | -37.4% | -34.2% | -3.3% | -50.0% |
| 30D | -65.8% | -51.9% | -13.9% | -76.9% |
| 3M | -95.0% | -53.0% | -42.0% | -96.7% |
| 6M | -95.8% | -66.4% | -29.5% | -97.4% |
| YTD | -99.5% | -31.5% | -68.0% | -99.6% |
| 1Y | -99.7% | -39.6% | -60.2% | -99.8% |
| All | -100.0% | +116.8% | -216.8% | -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