-100.0%
DFNS vs MSCI
+7.0%
-106.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.5% | -17.8% | -19.7% |
| 7D | -12.7% | -0.7% | -12.0% | -13.0% |
| 30D | -65.2% | +16.2% | -81.4% | -63.8% |
| 3M | -94.6% | +16.1% | -110.7% | -94.3% |
| 6M | -96.2% | +12.9% | -109.2% | -96.1% |
| YTD | -99.6% | +14.8% | -114.4% | -99.6% |
| 1Y | -99.7% | +13.8% | -113.5% | -99.7% |
| 3Y | -100.0% | +31.2% | -131.2% | -100.0% |
| 5Y | -100.0% | +5.6% | -105.5% | -100.0% |
| All | -100.0% | +7.0% | -106.9% | -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