+6.2%
MSFT vs DFNS
-99.7%
+105.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.8% | -15.0% | -2.5% |
| 7D | +2.3% | -37.0% | +39.3% | +3.2% |
| 30D | -0.4% | -63.4% | +63.0% | +1.5% |
| 3M | +5.6% | -94.1% | +99.6% | +11.2% |
| 6M | +29.0% | -96.3% | +125.3% | +39.1% |
| YTD | +10.9% | -99.6% | +110.5% | +20.8% |
| 1Y | +6.2% | -99.7% | +105.9% | +15.5% |
| All | +6.2% | -99.7% | +105.9% | +15.5% |
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