-100.0%
DFNS vs MOS
+98.8%
-198.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.6% | +12.5% |
| 7D | -13.0% | +5.5% | -18.4% | -11.6% |
| 30D | -56.9% | +21.0% | -77.8% | -54.0% |
| 3M | -93.2% | -0.5% | -92.8% | -93.1% |
| 6M | -95.4% | +6.6% | -102.0% | -95.2% |
| YTD | -99.5% | -2.8% | -96.7% | -99.5% |
| 1Y | -99.6% | -8.1% | -91.6% | -99.6% |
| 3Y | -100.0% | -25.6% | -74.4% | -100.0% |
| 5Y | -100.0% | -29.8% | -70.2% | -100.0% |
| All | -100.0% | +98.8% | -198.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling