-99.6%
DFNS vs MOS
-16.2%
-83.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +17.4% | -35.7% | -17.0% |
| 7D | -27.7% | +17.9% | -45.6% | -26.5% |
| 30D | -58.0% | +1.6% | -59.5% | -56.5% |
| 3M | -94.0% | -4.0% | -90.0% | -93.7% |
| 6M | -94.6% | -4.1% | -90.5% | -94.2% |
| YTD | -99.4% | -7.8% | -91.6% | -99.4% |
| 1Y | -99.6% | -15.6% | -84.1% | -99.6% |
| All | -99.6% | -16.2% | -83.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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