+88.5%
MA vs DFNS
-100.0%
+188.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.3% |
| 7D | +1.3% | -6.0% | +7.3% | +1.3% |
| 30D | +9.6% | -71.2% | +80.8% | +9.6% |
| 3M | +16.8% | -94.5% | +111.3% | +16.9% |
| 6M | +35.2% | -96.5% | +131.7% | +35.1% |
| YTD | +16.6% | -99.6% | +116.2% | +16.4% |
| 1Y | +19.8% | -99.7% | +119.5% | +19.6% |
| 3Y | +70.7% | -100.0% | +170.7% | +67.9% |
| All | +88.5% | -100.0% | +188.5% | +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