-98.7%
DFNS vs MSTZ
-99.3%
+0.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.2% | +14.9% | +12.6% |
| 7D | -13.0% | +31.0% | -44.0% | -11.5% |
| 30D | -56.9% | +34.0% | -90.8% | -55.8% |
| 3M | -93.2% | -67.7% | -25.5% | -93.3% |
| 6M | -95.4% | -14.9% | -80.5% | -95.8% |
| YTD | -99.5% | -79.1% | -20.4% | -99.5% |
| 1Y | -99.6% | -58.9% | -40.7% | -99.7% |
| All | -98.7% | -99.3% | +0.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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