-95.8%
DFNS vs MTSI
-35.1%
-60.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -18.4% | -1.3% | -16.6% |
| 7D | -37.4% | -24.6% | -12.8% | -34.9% |
| 30D | -65.8% | -45.7% | -20.1% | -63.8% |
| 3M | -95.0% | -27.7% | -67.3% | -94.6% |
| 6M | -95.8% | -37.3% | -58.5% | -94.8% |
| All | -95.8% | -35.1% | -60.8% | -94.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling