+918.7%
MRSH vs LDOS
+494.7%
+424.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -3.6% | -5.4% | +1.8% | -1.8% |
| 30D | -3.0% | +4.9% | -7.9% | -4.7% |
| 3M | +15.8% | +7.2% | +8.6% | +12.4% |
| 6M | +1.6% | -24.2% | +25.8% | +10.3% |
| YTD | +1.7% | -25.8% | +27.5% | +10.4% |
| 1Y | -8.0% | -24.7% | +16.7% | -0.9% |
| 3Y | -0.3% | +39.3% | -39.5% | -15.5% |
| 5Y | +25.9% | +43.3% | -17.4% | +4.0% |
| 10Y | +222.0% | +278.6% | -56.6% | +84.2% |
| All | +918.7% | +494.7% | +424.0% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling