-100.0%
DFNS vs MSI
+314.3%
-414.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -2.5% |
| 7D | -42.8% | +8.3% | -51.2% | -41.9% |
| 30D | -67.6% | +18.9% | -86.4% | -66.6% |
| 3M | -94.9% | +13.2% | -108.1% | -94.7% |
| 6M | -96.7% | +38.3% | -135.0% | -96.5% |
| YTD | -99.6% | +38.9% | -138.5% | -99.6% |
| 1Y | -99.7% | +36.7% | -136.4% | -99.7% |
| 3Y | -100.0% | +76.6% | -176.5% | -100.0% |
| 5Y | -100.0% | +124.5% | -224.5% | -100.0% |
| All | -100.0% | +314.3% | -414.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling