-94.5%
DFNS vs MSTU
-86.5%
-8.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.9% | -0.5% |
| 7D | +0.8% | +16.1% | -15.4% | +0.2% |
| 30D | -73.2% | +68.7% | -141.9% | -73.7% |
| 3M | -72.4% | -11.0% | -61.5% | -73.6% |
| 6M | -95.2% | -33.4% | -61.8% | -95.4% |
| YTD | -98.0% | -59.5% | -38.5% | -98.2% |
| 1Y | -98.3% | -93.4% | -4.9% | -98.9% |
| All | -94.5% | -86.5% | -8.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling