-95.8%
DFNS vs MNST
+27.5%
-123.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.9% | -17.8% | -18.9% |
| 7D | -37.4% | +3.2% | -40.6% | -38.3% |
| 30D | -65.8% | +10.6% | -76.4% | -67.3% |
| 3M | -95.0% | +1.3% | -96.3% | -95.1% |
| 6M | -95.8% | +26.2% | -122.0% | -96.2% |
| All | -95.8% | +27.5% | -123.4% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling