+20.9%
MS vs DFNS
-99.6%
+120.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -18.3% | +22.6% | +4.3% |
| 7D | +2.6% | -27.7% | +30.3% | +2.8% |
| 30D | +2.6% | -58.0% | +60.6% | +3.1% |
| 3M | -10.1% | -94.0% | +83.9% | -9.0% |
| 6M | +4.4% | -94.6% | +99.0% | +14.5% |
| YTD | +11.7% | -99.4% | +111.2% | +42.2% |
| 1Y | +20.9% | -99.6% | +120.6% | +57.8% |
| All | +20.9% | -99.6% | +120.6% | +57.8% |
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