-100.0%
DFNS vs MOS
-24.9%
-75.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -1.8% |
| 7D | -42.8% | +19.7% | -62.5% | -34.1% |
| 30D | -67.6% | +21.5% | -89.1% | -62.0% |
| 3M | -94.9% | -0.4% | -94.4% | -94.6% |
| 6M | -96.7% | +4.5% | -101.3% | -96.5% |
| YTD | -99.6% | -2.9% | -96.7% | -99.6% |
| 1Y | -99.7% | -7.7% | -92.0% | -99.7% |
| 3Y | -100.0% | -25.6% | -74.3% | -100.0% |
| All | -100.0% | -24.9% | -75.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling