-99.9%
DFNS vs MSCI
-11.2%
-88.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.5% |
| 7D | +4.6% | -1.1% | +5.7% | +4.3% |
| 30D | -73.9% | -1.2% | -72.7% | -73.9% |
| 3M | -71.7% | -8.4% | -63.3% | -72.5% |
| 6M | -94.6% | -1.0% | -93.5% | -94.6% |
| YTD | -98.1% | -2.3% | -95.8% | -98.1% |
| 1Y | -98.3% | -1.2% | -97.1% | -98.3% |
| 3Y | -99.9% | +7.9% | -107.8% | -99.9% |
| 5Y | -99.9% | -10.1% | -89.8% | -99.9% |
| All | -99.9% | -11.2% | -88.7% | -99.9% |
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