-99.9%
DFNS vs MOD
+300.6%
-400.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +2.9% |
| 7D | -16.0% | +9.6% | -25.6% | -11.8% |
| 30D | -77.7% | 0.0% | -77.7% | -78.1% |
| 3M | -77.2% | -35.4% | -41.8% | -79.5% |
| 6M | -95.2% | -7.3% | -87.9% | -94.9% |
| YTD | -98.0% | +45.8% | -143.8% | -97.3% |
| 1Y | -98.3% | +43.1% | -141.4% | -97.8% |
| All | -99.9% | +300.6% | -400.5% | -99.9% |
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