-100.0%
DFNS vs MTSI
+153.8%
-253.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -18.4% | -1.3% | -20.2% |
| 7D | -37.4% | -24.6% | -12.8% | -38.3% |
| 30D | -65.8% | -45.7% | -20.1% | -67.3% |
| 3M | -95.0% | -27.7% | -67.3% | -95.1% |
| 6M | -95.8% | -37.3% | -58.5% | -95.8% |
| YTD | -99.5% | +11.1% | -110.7% | -99.5% |
| 1Y | -99.7% | +27.2% | -126.9% | -99.7% |
| All | -100.0% | +153.8% | -253.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling