-99.6%
DFNS vs MOH
+53.5%
-153.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +8.9% | -27.3% | -16.9% |
| 7D | -27.7% | +14.3% | -42.0% | -26.1% |
| 30D | -58.0% | +16.7% | -74.6% | -56.8% |
| 3M | -94.0% | +18.3% | -112.3% | -93.8% |
| 6M | -94.6% | +15.8% | -110.4% | -94.3% |
| YTD | -99.4% | +30.5% | -129.9% | -99.4% |
| 1Y | -99.6% | +49.3% | -148.9% | -99.7% |
| All | -99.6% | +53.5% | -153.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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