-94.8%
DFNS vs MSTZ
-99.2%
+4.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.1% | -4.4% |
| 7D | +4.6% | -23.6% | +28.2% | +4.0% |
| 30D | -73.9% | -60.7% | -13.2% | -74.5% |
| 3M | -71.7% | -58.3% | -13.5% | -72.6% |
| 6M | -94.6% | -60.0% | -34.6% | -94.8% |
| YTD | -98.1% | -75.2% | -22.9% | -98.2% |
| 1Y | -98.3% | -19.9% | -78.4% | -98.8% |
| All | -94.8% | -99.2% | +4.4% | -98.8% |
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