-100.0%
DFNS vs MSI
+303.7%
-403.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.5% | -11.7% | -12.3% |
| 7D | -44.0% | +4.7% | -48.7% | -43.5% |
| 30D | -69.1% | +14.8% | -83.9% | -68.4% |
| 3M | -95.6% | +8.8% | -104.4% | -95.6% |
| 6M | -96.2% | +19.3% | -115.5% | -96.0% |
| YTD | -99.6% | +35.3% | -134.9% | -99.6% |
| 1Y | -99.7% | +33.8% | -133.5% | -99.7% |
| 3Y | -100.0% | +74.4% | -174.4% | -100.0% |
| 5Y | -100.0% | +120.5% | -220.5% | -100.0% |
| All | -100.0% | +303.7% | -403.7% | -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 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