-5.0%
MRSH vs LVS
-7.9%
+2.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -4.8% | -3.5% | -1.3% | -4.5% |
| 30D | -6.3% | -6.2% | -0.1% | -5.9% |
| 3M | +5.8% | -14.8% | +20.6% | +6.8% |
| 6M | +2.8% | -20.9% | +23.6% | +4.1% |
| YTD | -3.1% | -33.0% | +29.9% | -1.0% |
| 1Y | -11.3% | -20.0% | +8.8% | -10.7% |
| 3Y | -5.0% | -6.9% | +2.0% | -8.7% |
| All | -5.0% | -7.9% | +2.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling