-99.9%
DFNS vs MRSH
+18.2%
-118.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.3% | -4.8% | -1.6% | -6.3% |
| 30D | -74.0% | -6.3% | -67.6% | -74.0% |
| 3M | -70.1% | +5.8% | -76.0% | -68.7% |
| 6M | -93.9% | +2.8% | -96.7% | -93.7% |
| YTD | -98.1% | -3.1% | -95.0% | -98.1% |
| 1Y | -98.3% | -11.3% | -87.0% | -98.4% |
| 3Y | -99.9% | -5.0% | -94.9% | -99.9% |
| All | -99.9% | +18.2% | -118.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling