-72.4%
DFNS vs MKSI
-15.6%
-56.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.2% |
| 7D | +0.8% | +7.7% | -6.9% | +3.3% |
| 30D | -73.2% | -12.9% | -60.4% | -75.2% |
| 3M | -72.4% | -14.8% | -57.6% | -74.0% |
| All | -72.4% | -15.6% | -56.8% | -74.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling