+116.9%
MA vs DFNS
-100.0%
+216.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | -0.3% | -42.8% | +42.5% | -0.3% |
| 30D | +11.3% | -67.6% | +78.9% | +11.3% |
| 3M | +16.7% | -94.9% | +111.5% | +16.8% |
| 6M | +32.8% | -96.7% | +129.5% | +32.7% |
| YTD | +15.6% | -99.6% | +115.2% | +15.4% |
| 1Y | +19.6% | -99.7% | +119.3% | +19.4% |
| 3Y | +72.1% | -100.0% | +172.1% | +70.2% |
| 5Y | +96.0% | -100.0% | +196.0% | +89.2% |
| All | +116.9% | -100.0% | +216.9% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling