+1,027.4%
MRSH vs LDOS
+508.8%
+518.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.0% |
| 7D | -0.5% | -5.8% | +5.3% | +1.4% |
| 30D | +16.3% | +11.6% | +4.7% | +12.1% |
| 3M | +7.3% | -1.0% | +8.3% | +7.2% |
| 6M | +26.6% | +5.1% | +21.6% | +23.4% |
| YTD | +12.6% | -24.0% | +36.6% | +21.0% |
| 1Y | +16.0% | -30.3% | +46.3% | +28.2% |
| 3Y | +8.8% | +37.0% | -28.2% | -7.3% |
| 5Y | +34.3% | +53.4% | -19.1% | +8.3% |
| 10Y | +261.9% | +252.0% | +9.9% | +112.1% |
| All | +1,027.4% | +508.8% | +518.6% | +410.8% |
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