-99.9%
DFNS vs MTSI
+614.0%
-713.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.8% |
| 7D | -16.0% | +1.4% | -17.4% | -15.9% |
| 30D | -77.7% | +2.1% | -79.8% | -77.7% |
| 3M | -77.2% | -29.7% | -47.5% | -77.4% |
| 6M | -95.2% | +12.5% | -107.7% | -95.0% |
| YTD | -98.0% | +57.0% | -155.0% | -97.8% |
| 1Y | -98.3% | +103.9% | -202.2% | -98.1% |
| 3Y | -99.9% | +223.6% | -323.4% | -99.9% |
| 5Y | -99.9% | +321.6% | -421.4% | -99.9% |
| All | -99.9% | +614.0% | -713.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling