+144.7%
MSFT vs DFNS
-99.9%
+244.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.5% |
| 7D | -1.0% | +4.6% | -5.7% | -1.1% |
| 30D | -2.7% | -73.9% | +71.2% | -2.4% |
| 3M | +22.1% | -71.7% | +93.8% | +22.0% |
| 6M | +20.6% | -94.6% | +115.2% | +20.4% |
| YTD | +2.3% | -98.1% | +100.4% | +2.1% |
| 1Y | -0.5% | -98.3% | +97.8% | -0.7% |
| 3Y | +50.5% | -99.9% | +150.4% | +46.4% |
| 5Y | +72.3% | -99.9% | +172.2% | +76.1% |
| All | +144.7% | -99.9% | +244.6% | +160.2% |
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