-99.9%
DFNS vs MOH
-36.3%
-63.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.3% |
| 7D | -6.3% | +1.7% | -8.1% | -6.2% |
| 30D | -74.0% | -0.9% | -73.1% | -74.0% |
| 3M | -70.1% | +5.7% | -75.9% | -69.8% |
| 6M | -93.9% | +39.1% | -133.0% | -93.6% |
| YTD | -98.1% | +17.7% | -115.8% | -98.0% |
| 1Y | -98.3% | +8.4% | -106.7% | -98.2% |
| 3Y | -99.9% | -36.6% | -63.3% | -99.9% |
| All | -99.9% | -36.3% | -63.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling