-98.3%
DFNS vs MKSI
+162.5%
-260.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | -16.0% | +1.8% | -17.8% | -16.1% |
| 30D | -77.7% | -16.8% | -60.9% | -77.5% |
| 3M | -77.2% | -21.1% | -56.1% | -76.7% |
| 6M | -95.2% | +10.8% | -106.0% | -95.9% |
| YTD | -98.0% | +63.3% | -161.3% | -98.7% |
| 1Y | -98.3% | +157.0% | -255.2% | -99.3% |
| All | -98.3% | +162.5% | -260.8% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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