-99.9%
DFNS vs MNST
+80.0%
-179.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.4% |
| 7D | -16.0% | -6.5% | -9.5% | -17.5% |
| 30D | -77.7% | -7.2% | -70.5% | -78.0% |
| 3M | -77.2% | -1.0% | -76.2% | -77.0% |
| 6M | -95.2% | +11.5% | -106.7% | -95.0% |
| YTD | -98.0% | +14.3% | -112.3% | -97.9% |
| 1Y | -98.3% | +38.1% | -136.4% | -98.0% |
| 3Y | -99.9% | +55.0% | -154.9% | -99.8% |
| All | -99.9% | +80.0% | -179.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling