+164.3%
MO vs DFNS
-99.9%
+264.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.3% | -16.0% | +16.3% | +0.3% |
| 30D | +0.6% | -77.7% | +78.3% | +0.3% |
| 3M | -1.0% | -77.2% | +76.2% | -0.6% |
| 6M | +4.3% | -95.2% | +99.5% | +4.5% |
| YTD | +23.3% | -98.0% | +121.2% | +23.2% |
| 1Y | +10.5% | -98.3% | +108.7% | +10.4% |
| 3Y | +96.3% | -99.9% | +196.1% | +96.4% |
| 5Y | +98.9% | -99.9% | +198.7% | +100.0% |
| All | +164.3% | -99.9% | +264.1% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling