+691.4%
MRSH vs KTOS
-68.9%
+760.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | -6.3% | -26.8% | +20.5% | -3.9% |
| 3M | +5.8% | -20.6% | +26.4% | +7.4% |
| 6M | +2.8% | -47.5% | +50.3% | +7.4% |
| YTD | -3.1% | -38.5% | +35.4% | -1.0% |
| 1Y | -11.3% | -31.0% | +19.7% | -10.7% |
| 3Y | -5.0% | +216.5% | -221.5% | -18.0% |
| 5Y | +19.2% | +105.7% | -86.5% | +5.0% |
| 10Y | +217.4% | +615.0% | -397.6% | +143.6% |
| All | +691.4% | -68.9% | +760.3% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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