+148.7%
MSFT vs DFNS
-99.9%
+248.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -2.7% | -16.0% | +13.3% | -2.7% |
| 30D | +2.7% | -77.7% | +80.4% | +3.0% |
| 3M | +17.0% | -77.2% | +94.1% | +16.8% |
| 6M | +23.8% | -95.2% | +119.0% | +23.6% |
| YTD | +4.0% | -98.0% | +101.9% | +3.8% |
| 1Y | -0.8% | -98.3% | +97.4% | -1.0% |
| 3Y | +55.6% | -99.9% | +155.5% | +51.5% |
| 5Y | +72.9% | -99.9% | +172.8% | +76.9% |
| All | +148.7% | -99.9% | +248.6% | +164.5% |
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 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