-94.5%
DFNS vs MSTZ
-99.3%
+4.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.7% |
| 7D | -16.0% | -29.7% | +13.7% | -16.7% |
| 30D | -77.7% | -65.3% | -12.4% | -78.4% |
| 3M | -77.2% | -57.3% | -19.9% | -78.2% |
| 6M | -95.2% | -61.6% | -33.5% | -95.4% |
| YTD | -98.0% | -78.3% | -19.7% | -98.1% |
| 1Y | -98.3% | -30.2% | -68.0% | -98.8% |
| All | -94.5% | -99.3% | +4.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling