-99.9%
DFNS vs MAR
+294.1%
-393.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | -4.2% | -11.8% | -17.2% |
| 30D | -77.7% | -6.7% | -71.0% | -78.2% |
| 3M | -77.2% | -12.5% | -64.7% | -77.8% |
| 6M | -95.2% | +0.6% | -95.8% | -95.2% |
| YTD | -98.0% | +9.1% | -107.1% | -97.9% |
| 1Y | -98.3% | +26.2% | -124.5% | -98.1% |
| 3Y | -99.9% | +68.2% | -168.0% | -99.9% |
| 5Y | -99.9% | +163.9% | -263.8% | -99.9% |
| All | -99.9% | +294.1% | -393.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling