-94.5%
DFNS vs MSTU
-85.2%
-9.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -16.0% | +21.3% | -37.3% | -16.6% |
| 30D | -77.7% | +90.8% | -168.5% | -78.2% |
| 3M | -77.2% | -6.8% | -70.4% | -78.2% |
| 6M | -95.2% | -39.8% | -55.4% | -95.5% |
| YTD | -98.0% | -55.7% | -42.3% | -98.2% |
| 1Y | -98.3% | -92.7% | -5.6% | -98.9% |
| All | -94.5% | -85.2% | -9.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling