-100.0%
DFNS vs MOS
-32.4%
-67.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.4% | -12.2% |
| 7D | -44.0% | +21.6% | -65.6% | -39.3% |
| 30D | -69.1% | +12.0% | -81.1% | -67.2% |
| 3M | -95.6% | -3.9% | -91.7% | -95.6% |
| 6M | -96.2% | -3.3% | -92.9% | -96.1% |
| YTD | -99.6% | -4.6% | -95.0% | -99.6% |
| 1Y | -99.7% | -7.0% | -92.8% | -99.7% |
| 3Y | -100.0% | -24.4% | -75.6% | -100.0% |
| All | -100.0% | -32.4% | -67.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling