+217.3%
MRSH vs LDOS
+258.9%
-41.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -5.9% | -4.2% | -1.6% | -4.6% |
| 30D | -7.3% | -7.9% | +0.6% | -5.0% |
| 3M | +7.4% | +4.1% | +3.3% | +5.4% |
| 6M | -0.7% | -28.2% | +27.5% | +9.7% |
| YTD | -3.2% | -28.5% | +25.4% | +6.2% |
| 1Y | -10.6% | -27.7% | +17.1% | -2.6% |
| 3Y | -4.6% | +38.4% | -43.0% | -20.4% |
| 5Y | +19.3% | +38.0% | -18.7% | -1.8% |
| 10Y | +217.3% | +262.1% | -44.8% | +88.3% |
| All | +217.3% | +258.9% | -41.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling