-100.0%
DFNS vs MTSI
+183.3%
-283.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +10.8% | -23.1% | -11.8% |
| 7D | -44.0% | -10.0% | -34.0% | -44.1% |
| 30D | -69.1% | -37.2% | -31.9% | -69.8% |
| 3M | -95.6% | -30.1% | -65.6% | -95.7% |
| 6M | -96.2% | -31.9% | -64.3% | -96.2% |
| YTD | -99.6% | +23.2% | -122.8% | -99.6% |
| 1Y | -99.7% | +26.4% | -126.1% | -99.7% |
| 3Y | -100.0% | +186.2% | -286.1% | -100.0% |
| All | -100.0% | +183.3% | -283.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling