-100.0%
DFNS vs MAS
+41.7%
-141.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -3.4% | -16.2% | -21.2% |
| 7D | -37.4% | +4.6% | -42.0% | -35.8% |
| 30D | -65.8% | +19.9% | -85.7% | -62.6% |
| 3M | -95.0% | +8.9% | -103.9% | -94.8% |
| 6M | -95.8% | +20.2% | -116.0% | -95.4% |
| YTD | -99.5% | +33.9% | -133.4% | -99.5% |
| 1Y | -99.7% | +34.7% | -134.4% | -99.7% |
| 3Y | -100.0% | +60.4% | -160.4% | -100.0% |
| 5Y | -100.0% | +43.5% | -143.4% | -100.0% |
| All | -100.0% | +41.7% | -141.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling