-99.9%
DFNS vs MKSI
+130.8%
-230.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.5% |
| 7D | -6.3% | +2.7% | -9.0% | -6.3% |
| 30D | -74.0% | -12.8% | -61.2% | -74.1% |
| 3M | -70.1% | -22.5% | -47.6% | -70.1% |
| 6M | -93.9% | +19.4% | -113.3% | -93.9% |
| YTD | -98.1% | +67.7% | -165.8% | -98.1% |
| 1Y | -98.3% | +131.4% | -229.7% | -98.3% |
| 3Y | -99.9% | +197.3% | -297.2% | -99.9% |
| 5Y | -99.9% | +87.0% | -186.8% | -99.9% |
| All | -99.9% | +130.8% | -230.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling