-99.9%
DFNS vs MSI
+266.3%
-366.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | -16.0% | -3.7% | -12.3% | -16.4% |
| 30D | -77.7% | +6.8% | -84.5% | -77.4% |
| 3M | -77.2% | +14.3% | -91.5% | -76.6% |
| 6M | -95.2% | -1.6% | -93.6% | -95.2% |
| YTD | -98.0% | +22.8% | -120.8% | -97.9% |
| 1Y | -98.3% | -1.1% | -97.2% | -98.3% |
| 3Y | -99.9% | +70.5% | -170.3% | -99.9% |
| 5Y | -99.9% | +102.8% | -202.7% | -99.9% |
| All | -99.9% | +266.3% | -366.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling