+164.1%
MSFT vs DFNS
-100.0%
+264.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.2% | +11.2% | -1.0% |
| 7D | +1.7% | -44.0% | +45.7% | +1.8% |
| 30D | +0.2% | -69.1% | +69.3% | +0.4% |
| 3M | +6.4% | -95.6% | +102.0% | +7.0% |
| 6M | +28.7% | -96.2% | +124.9% | +29.0% |
| YTD | +10.4% | -99.6% | +110.0% | +10.5% |
| 1Y | +7.6% | -99.7% | +107.4% | +7.7% |
| 3Y | +52.3% | -100.0% | +152.3% | +48.1% |
| 5Y | +64.5% | -100.0% | +164.5% | +68.4% |
| All | +164.1% | -100.0% | +264.1% | +181.7% |
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