-96.2%
DFNS vs MSCI
+11.6%
-107.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -10.0% | -10.8% |
| 7D | -44.0% | +2.8% | -46.8% | -44.9% |
| 30D | -69.1% | +15.4% | -84.5% | -72.3% |
| 3M | -95.6% | +13.4% | -109.0% | -96.0% |
| 6M | -96.2% | +10.9% | -107.1% | -97.1% |
| All | -96.2% | +11.6% | -107.8% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling