+33.1%
MA vs DFNS
-96.4%
+129.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.2% | +11.7% | -0.4% |
| 7D | +2.3% | -44.0% | +46.3% | +2.5% |
| 30D | +14.7% | -69.1% | +83.8% | +15.2% |
| 3M | +13.5% | -95.6% | +109.1% | +15.0% |
| 6M | +33.1% | -96.2% | +129.3% | +31.7% |
| All | +33.1% | -96.4% | +129.5% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling