-35.0%
DKNG vs MSTZ
-99.1%
+64.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.1% |
| 7D | +3.0% | +17.0% | -14.0% | +4.2% |
| 30D | -3.0% | -61.8% | +58.8% | -8.1% |
| 3M | -17.6% | -54.6% | +37.0% | -19.6% |
| 6M | -3.2% | -59.3% | +56.0% | -5.5% |
| YTD | -28.2% | -74.6% | +46.4% | -29.9% |
| 1Y | -46.1% | -18.8% | -27.3% | -39.3% |
| All | -35.0% | -99.1% | +64.1% | -40.8% |
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