-98.3%
DFNS vs MAS
+1.6%
-99.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | -16.0% | -0.8% | -15.2% | -16.1% |
| 30D | -77.7% | -5.6% | -72.1% | -77.7% |
| 3M | -77.2% | +4.4% | -81.6% | -79.2% |
| 6M | -95.2% | +7.2% | -102.4% | -95.6% |
| YTD | -98.0% | +16.1% | -114.1% | -98.4% |
| 1Y | -98.3% | +0.1% | -98.4% | -98.5% |
| All | -98.3% | +1.6% | -99.8% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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