-94.5%
DFNS vs MSTZ
-99.2%
+4.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.2% | -9.0% | -0.4% |
| 7D | +0.8% | -25.4% | +26.2% | +0.1% |
| 30D | -73.2% | -60.9% | -12.4% | -73.9% |
| 3M | -72.4% | -54.2% | -18.3% | -73.6% |
| 6M | -95.2% | -65.0% | -30.2% | -95.4% |
| YTD | -98.0% | -76.5% | -21.5% | -98.1% |
| 1Y | -98.3% | -23.4% | -74.9% | -98.8% |
| All | -94.5% | -99.2% | +4.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling