+119.9%
MS vs DFNS
-100.0%
+219.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.1% |
| 7D | +0.7% | -42.8% | +43.6% | +0.7% |
| 30D | -0.9% | -67.6% | +66.6% | -1.0% |
| 3M | -13.0% | -94.9% | +81.9% | -13.2% |
| 6M | -2.0% | -96.7% | +94.8% | -2.1% |
| YTD | +7.8% | -99.6% | +107.4% | +7.5% |
| 1Y | +17.9% | -99.7% | +117.6% | +17.4% |
| 3Y | +174.8% | -100.0% | +274.8% | +178.7% |
| 5Y | +119.9% | -100.0% | +219.8% | +141.8% |
| All | +119.9% | -100.0% | +219.8% | +141.8% |
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 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