+97.5%
MO vs DFNS
-99.9%
+197.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -2.4% | +4.6% | -7.0% | -2.4% |
| 30D | +3.6% | -73.9% | +77.5% | +3.2% |
| 3M | -3.7% | -71.7% | +68.0% | -3.3% |
| 6M | +4.5% | -94.6% | +99.1% | +4.6% |
| YTD | +21.5% | -98.1% | +119.6% | +21.4% |
| 1Y | +9.5% | -98.3% | +107.8% | +9.5% |
| 3Y | +93.6% | -99.9% | +193.5% | +93.2% |
| 5Y | +97.5% | -99.9% | +197.4% | +117.2% |
| All | +97.5% | -99.9% | +197.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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