-99.9%
DFNS vs MSFU
+76.3%
-176.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +2.2% |
| 7D | -16.0% | -5.7% | -10.3% | -13.9% |
| 30D | -77.7% | +4.2% | -81.9% | -78.1% |
| 3M | -77.2% | +27.9% | -105.1% | -80.1% |
| 6M | -95.2% | +37.1% | -132.3% | -95.8% |
| YTD | -98.0% | -7.4% | -90.6% | -98.3% |
| 1Y | -98.3% | -19.6% | -78.7% | -98.6% |
| 3Y | -99.9% | +33.2% | -133.1% | -99.9% |
| All | -99.9% | +76.3% | -176.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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