-99.9%
DFNS vs MKSI
+129.3%
-229.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.7% |
| 7D | +0.8% | +7.7% | -6.9% | +0.9% |
| 30D | -73.2% | -12.9% | -60.4% | -73.4% |
| 3M | -72.4% | -14.8% | -57.6% | -72.4% |
| 6M | -95.2% | +26.6% | -121.9% | -95.2% |
| YTD | -98.0% | +66.6% | -164.6% | -98.0% |
| 1Y | -98.3% | +144.6% | -242.8% | -98.3% |
| 3Y | -99.9% | +193.1% | -293.0% | -99.9% |
| 5Y | -99.9% | +88.6% | -188.5% | -99.9% |
| All | -99.9% | +129.3% | -229.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling