-99.7%
DFNS vs MAS
+32.0%
-131.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.9% | -10.3% | -12.4% |
| 7D | -44.0% | +2.0% | -46.0% | -43.7% |
| 30D | -69.1% | +19.4% | -88.5% | -68.5% |
| 3M | -95.6% | +9.4% | -105.1% | -95.6% |
| 6M | -96.2% | +15.3% | -111.5% | -96.4% |
| YTD | -99.6% | +31.3% | -130.9% | -99.7% |
| 1Y | -99.7% | +34.9% | -134.6% | -99.8% |
| All | -99.7% | +32.0% | -131.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling