+92.3%
MA vs DFNS
-100.0%
+192.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.2% | +11.7% | -0.5% |
| 7D | +2.3% | -44.0% | +46.3% | +2.3% |
| 30D | +14.7% | -69.1% | +83.8% | +14.7% |
| 3M | +13.5% | -95.6% | +109.1% | +13.6% |
| 6M | +33.1% | -96.2% | +129.3% | +33.0% |
| YTD | +15.1% | -99.6% | +114.7% | +14.9% |
| 1Y | +18.7% | -99.7% | +118.5% | +18.5% |
| 3Y | +72.1% | -100.0% | +172.1% | +69.2% |
| All | +92.3% | -100.0% | +192.3% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling