-98.3%
DFNS vs MAR
+27.3%
-125.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | -4.2% | -11.8% | -16.9% |
| 30D | -77.7% | -6.7% | -71.0% | -78.0% |
| 3M | -77.2% | -12.5% | -64.7% | -76.7% |
| 6M | -95.2% | +0.6% | -95.8% | -95.4% |
| YTD | -98.0% | +9.1% | -107.1% | -98.2% |
| 1Y | -98.3% | +26.2% | -124.5% | -98.6% |
| All | -98.3% | +27.3% | -125.5% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling