-99.9%
DFNS vs MKSI
+81.7%
-181.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +1.5% |
| 7D | -3.3% | +4.9% | -8.2% | -3.2% |
| 30D | -73.1% | -11.0% | -62.1% | -73.2% |
| 3M | -71.4% | -17.1% | -54.3% | -71.4% |
| 6M | -93.8% | +16.4% | -110.3% | -93.9% |
| YTD | -98.0% | +64.3% | -162.3% | -98.1% |
| 1Y | -98.2% | +137.7% | -235.9% | -98.2% |
| 3Y | -99.9% | +189.1% | -289.0% | -99.9% |
| 5Y | -99.9% | +83.1% | -183.0% | -99.9% |
| All | -99.9% | +81.7% | -181.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling