-98.8%
DFNS vs MSTZ
-99.3%
+0.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +7.6% | +5.2% | +13.2% |
| 7D | -37.0% | +21.1% | -58.1% | -36.2% |
| 30D | -63.4% | +40.1% | -103.5% | -62.4% |
| 3M | -94.1% | -66.1% | -28.0% | -94.1% |
| 6M | -96.3% | -20.7% | -75.6% | -96.6% |
| YTD | -99.6% | -78.6% | -21.0% | -99.6% |
| 1Y | -99.7% | -55.5% | -44.2% | -99.8% |
| All | -98.8% | -99.3% | +0.5% | -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