-99.9%
DFNS vs MAS
+32.0%
-131.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +1.4% |
| 7D | -16.0% | -0.8% | -15.2% | -16.5% |
| 30D | -77.7% | -5.6% | -72.1% | -78.2% |
| 3M | -77.2% | +4.4% | -81.6% | -76.5% |
| 6M | -95.2% | +7.2% | -102.4% | -95.0% |
| YTD | -98.0% | +16.1% | -114.1% | -97.8% |
| 1Y | -98.3% | +0.1% | -98.4% | -98.3% |
| 3Y | -99.9% | +28.3% | -128.2% | -99.9% |
| All | -99.9% | +32.0% | -131.9% | -99.9% |
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