-99.7%
DFNS vs MSCI
+12.7%
-112.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.5% |
| 7D | -42.8% | +1.5% | -44.3% | -43.3% |
| 30D | -67.6% | +14.4% | -81.9% | -70.6% |
| 3M | -94.9% | +15.2% | -110.1% | -95.4% |
| 6M | -96.7% | +11.2% | -108.0% | -97.2% |
| YTD | -99.6% | +13.9% | -113.5% | -99.7% |
| All | -99.7% | +12.7% | -112.4% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling