+160.3%
MSFT vs DFNS
-100.0%
+260.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.4% | +19.7% | +0.4% |
| 7D | -2.4% | -12.7% | +10.3% | -2.4% |
| 30D | -3.8% | -65.2% | +61.5% | -3.6% |
| 3M | +6.4% | -94.6% | +101.0% | +7.0% |
| 6M | +28.8% | -96.2% | +125.0% | +29.0% |
| YTD | +8.8% | -99.6% | +108.4% | +8.9% |
| 1Y | +3.2% | -99.7% | +102.9% | +3.3% |
| 3Y | +44.8% | -100.0% | +144.8% | +41.3% |
| 5Y | +61.8% | -100.0% | +161.8% | +65.5% |
| All | +160.3% | -100.0% | +260.3% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling