-99.6%
DFNS vs MTSI
+41.9%
-141.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.3% | +2.4% | +11.3% |
| 7D | -13.0% | +7.2% | -20.2% | -13.2% |
| 30D | -56.9% | -18.4% | -38.4% | -56.2% |
| 3M | -93.2% | -16.7% | -76.5% | -93.2% |
| 6M | -95.4% | -31.7% | -63.7% | -94.9% |
| YTD | -99.5% | +45.9% | -145.4% | -99.6% |
| 1Y | -99.6% | +47.0% | -146.6% | -99.7% |
| All | -99.6% | +41.9% | -141.5% | -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