-99.9%
DFNS vs MRSH
+71.4%
-171.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.6% |
| 7D | +4.6% | -5.9% | +10.5% | +4.7% |
| 30D | -73.9% | -7.3% | -66.6% | -73.9% |
| 3M | -71.7% | +7.4% | -79.2% | -70.4% |
| 6M | -94.6% | -0.7% | -93.9% | -94.5% |
| YTD | -98.1% | -3.2% | -94.9% | -98.1% |
| 1Y | -98.3% | -10.6% | -87.7% | -98.4% |
| 3Y | -99.9% | -4.6% | -95.3% | -99.9% |
| 5Y | -99.9% | +19.3% | -119.1% | -99.9% |
| All | -99.9% | +71.4% | -171.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling