+22.5%
MA vs DFNS
-99.6%
+122.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -18.3% | +22.3% | +4.0% |
| 7D | +10.2% | -27.7% | +37.9% | +10.4% |
| 30D | +19.3% | -58.0% | +77.3% | +19.8% |
| 3M | +18.0% | -94.0% | +111.9% | +19.8% |
| 6M | +33.7% | -94.6% | +128.3% | +33.3% |
| YTD | +18.6% | -99.4% | +118.0% | +20.1% |
| 1Y | +22.5% | -99.6% | +122.1% | +23.8% |
| All | +22.5% | -99.6% | +122.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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