-99.6%
DFNS vs MTSI
+59.5%
-159.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.0% | -17.3% | -18.3% |
| 7D | -27.7% | -10.7% | -17.0% | -27.3% |
| 30D | -58.0% | -29.0% | -29.0% | -57.2% |
| 3M | -94.0% | -14.7% | -79.3% | -93.9% |
| 6M | -94.6% | -20.1% | -74.5% | -94.3% |
| YTD | -99.4% | +36.1% | -135.5% | -99.5% |
| 1Y | -99.6% | +61.7% | -161.4% | -99.7% |
| All | -99.6% | +59.5% | -159.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling