-98.3%
DFNS vs MSTU
-93.7%
-4.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -2.5% |
| 7D | +4.6% | +12.9% | -8.3% | -1.8% |
| 30D | -73.9% | +68.3% | -142.2% | -80.7% |
| 3M | -71.7% | +0.4% | -72.1% | -75.1% |
| 6M | -94.6% | -41.5% | -53.1% | -94.6% |
| YTD | -98.1% | -61.7% | -36.4% | -97.9% |
| 1Y | -98.3% | -93.7% | -4.6% | -96.3% |
| All | -98.3% | -93.7% | -4.6% | -96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling