-99.9%
DFNS vs MSCI
+58.3%
-158.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -16.0% | +0.4% | -16.4% | -16.0% |
| 30D | -77.7% | +0.6% | -78.3% | -77.6% |
| 3M | -77.2% | -7.1% | -70.1% | -77.7% |
| 6M | -95.2% | +0.8% | -96.0% | -95.2% |
| YTD | -98.0% | +1.0% | -99.0% | -98.0% |
| 1Y | -98.3% | +4.3% | -102.6% | -98.2% |
| 3Y | -99.9% | +9.9% | -109.8% | -99.9% |
| 5Y | -99.9% | -6.8% | -93.1% | -99.9% |
| All | -99.9% | +58.3% | -158.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling