+9.0%
MSFT vs DFNS
-99.6%
+108.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -18.3% | +25.0% | +7.1% |
| 7D | +4.7% | -27.7% | +32.3% | +5.3% |
| 30D | +5.8% | -58.0% | +63.8% | +7.6% |
| 3M | +13.0% | -94.0% | +107.0% | +19.1% |
| 6M | +34.9% | -94.6% | +129.5% | +43.7% |
| YTD | +15.7% | -99.4% | +115.1% | +25.5% |
| 1Y | +9.0% | -99.6% | +108.6% | +18.0% |
| All | +9.0% | -99.6% | +108.6% | +18.0% |
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