-100.0%
DFNS vs MSCI
+33.6%
-133.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -10.0% | -13.5% |
| 7D | -44.0% | +2.8% | -46.8% | -42.9% |
| 30D | -69.1% | +15.4% | -84.5% | -66.4% |
| 3M | -95.6% | +13.4% | -109.0% | -95.3% |
| 6M | -96.2% | +10.9% | -107.1% | -95.9% |
| YTD | -99.6% | +13.0% | -112.6% | -99.6% |
| 1Y | -99.7% | +12.0% | -111.8% | -99.7% |
| 3Y | -100.0% | +34.1% | -134.1% | -100.0% |
| All | -100.0% | +33.6% | -133.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling