-98.3%
DFNS vs MKSI
+142.7%
-241.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | -6.3% | +2.7% | -9.0% | -6.5% |
| 30D | -74.0% | -12.8% | -61.2% | -73.8% |
| 3M | -70.1% | -22.5% | -47.6% | -69.1% |
| 6M | -93.9% | +19.4% | -113.3% | -94.9% |
| YTD | -98.1% | +67.7% | -165.8% | -98.8% |
| 1Y | -98.3% | +131.4% | -229.7% | -99.3% |
| All | -98.3% | +142.7% | -241.0% | -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