-100.0%
DFNS vs MTSI
+563.3%
-663.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.3% | +2.4% | +13.0% |
| 7D | -13.0% | +7.2% | -20.2% | -12.7% |
| 30D | -56.9% | -18.4% | -38.4% | -57.3% |
| 3M | -93.2% | -16.7% | -76.5% | -93.3% |
| 6M | -95.4% | -31.7% | -63.7% | -95.5% |
| YTD | -99.5% | +45.9% | -145.4% | -99.5% |
| 1Y | -99.6% | +47.0% | -146.6% | -99.6% |
| 3Y | -100.0% | +224.1% | -324.0% | -100.0% |
| 5Y | -100.0% | +238.5% | -338.5% | -100.0% |
| All | -100.0% | +563.3% | -663.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling