+1,044.8%
MRSH vs LDOS
+500.4%
+544.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | -1.4% | -1.3% | 0.0% | -0.9% |
| 30D | +17.5% | +10.1% | +7.4% | +13.8% |
| 3M | +9.1% | -4.7% | +13.8% | +10.5% |
| 6M | +29.9% | +5.6% | +24.3% | +26.4% |
| YTD | +14.3% | -25.1% | +39.4% | +23.4% |
| 1Y | +16.6% | -31.7% | +48.3% | +29.7% |
| 3Y | +9.1% | +33.7% | -24.7% | -6.3% |
| 5Y | +36.4% | +54.4% | -18.0% | +9.7% |
| 10Y | +262.7% | +236.4% | +26.3% | +115.8% |
| All | +1,044.8% | +500.4% | +544.4% | +421.0% |
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