-100.0%
DFNS vs MSCI
+78.6%
-178.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.8% |
| 7D | -42.8% | +1.5% | -44.3% | -42.5% |
| 30D | -67.6% | +14.4% | -81.9% | -66.5% |
| 3M | -94.9% | +15.2% | -110.1% | -94.7% |
| 6M | -96.7% | +11.2% | -108.0% | -96.7% |
| YTD | -99.6% | +13.9% | -113.5% | -99.6% |
| 1Y | -99.7% | +12.5% | -112.2% | -99.7% |
| 3Y | -100.0% | +32.3% | -132.3% | -100.0% |
| 5Y | -100.0% | +4.9% | -104.8% | -100.0% |
| All | -100.0% | +78.6% | -178.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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