+416.4%
MS vs DFNS
-99.9%
+516.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +1.4% | -16.0% | +17.4% | +1.4% |
| 30D | -0.3% | -77.7% | +77.4% | -0.4% |
| 3M | +0.3% | -77.2% | +77.5% | +0.4% |
| 6M | +31.3% | -95.2% | +126.5% | +31.2% |
| YTD | +24.7% | -98.0% | +122.6% | +24.4% |
| 1Y | +47.9% | -98.3% | +146.2% | +47.7% |
| 3Y | +178.3% | -99.9% | +278.2% | +186.4% |
| 5Y | +144.9% | -99.9% | +244.7% | +139.2% |
| All | +416.4% | -99.9% | +516.2% | +400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling