-25.2%
MARA vs DFNS
-98.3%
+73.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.9% |
| 7D | +13.8% | +4.6% | +9.2% | +13.7% |
| 30D | +24.7% | -73.9% | +98.6% | +29.4% |
| 3M | -10.4% | -71.7% | +61.3% | +11.9% |
| 6M | +37.6% | -94.6% | +132.2% | +144.9% |
| YTD | +32.7% | -98.1% | +130.8% | +196.5% |
| 1Y | -25.2% | -98.3% | +73.1% | +62.8% |
| All | -25.2% | -98.3% | +73.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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