-100.0%
DFNS vs MOD
+1,086.9%
-1,186.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +27.9% | -33.4% | +3.1% |
| 7D | -6.0% | +40.4% | -46.4% | +5.8% |
| 30D | -71.2% | -14.0% | -57.2% | -72.9% |
| 3M | -94.5% | -33.3% | -61.2% | -95.4% |
| 6M | -96.5% | -51.4% | -45.1% | -97.1% |
| YTD | -99.6% | +1.6% | -101.2% | -99.6% |
| 1Y | -99.7% | +5.4% | -105.1% | -99.7% |
| 3Y | -100.0% | +191.0% | -291.0% | -100.0% |
| All | -100.0% | +1,086.9% | -1,186.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling