-99.9%
DFNS vs MRSH
-4.7%
-95.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | -3.3% | -5.9% | +2.6% | -3.1% |
| 30D | -73.1% | -7.3% | -65.8% | -73.0% |
| 3M | -71.4% | +6.7% | -78.0% | -68.7% |
| 6M | -93.8% | +3.0% | -96.8% | -93.5% |
| YTD | -98.0% | -2.9% | -95.1% | -98.1% |
| 1Y | -98.2% | -9.0% | -89.2% | -98.3% |
| All | -99.9% | -4.7% | -95.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling