-100.0%
DFNS vs MSCI
+3.6%
-103.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -10.0% | -12.8% |
| 7D | -44.0% | +2.8% | -46.8% | -43.5% |
| 30D | -69.1% | +15.4% | -84.5% | -67.8% |
| 3M | -95.6% | +13.4% | -109.0% | -95.5% |
| 6M | -96.2% | +10.9% | -107.1% | -96.1% |
| 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% | +3.6% | -103.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling