-100.0%
DFNS vs MNST
+63.0%
-163.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.1% |
| 7D | -42.8% | -5.0% | -37.9% | -44.0% |
| 30D | -67.6% | +4.6% | -72.1% | -66.8% |
| 3M | -94.9% | +1.0% | -95.9% | -94.8% |
| 6M | -96.7% | +5.8% | -102.5% | -96.6% |
| YTD | -99.6% | +19.1% | -118.7% | -99.6% |
| 1Y | -99.7% | +30.9% | -130.6% | -99.7% |
| 3Y | -100.0% | +65.7% | -165.7% | -99.9% |
| All | -100.0% | +63.0% | -163.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 3y: compounded portfolio wealth divided by compounded MNST 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…
3y analysis · Full analysis span regression · 6 months rolling