-99.9%
DFNS vs MAR
+288.2%
-388.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.4% |
| 7D | +4.6% | -0.5% | +5.1% | +4.5% |
| 30D | -73.9% | -4.7% | -69.2% | -74.2% |
| 3M | -71.7% | -15.6% | -56.1% | -72.8% |
| 6M | -94.6% | +1.2% | -95.8% | -94.5% |
| YTD | -98.1% | +7.5% | -105.6% | -98.0% |
| 1Y | -98.3% | +26.6% | -124.9% | -98.2% |
| 3Y | -99.9% | +66.0% | -165.8% | -99.9% |
| 5Y | -99.9% | +154.1% | -254.0% | -99.9% |
| All | -99.9% | +288.2% | -388.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling