+212.3%
MRSH vs AVAV
+520.8%
-308.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.1% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -7.3% | -25.0% | +17.7% | -5.4% |
| 3M | +6.7% | -15.0% | +21.6% | +7.3% |
| 6M | +3.0% | -33.6% | +36.6% | +5.1% |
| YTD | -2.9% | -39.2% | +36.3% | -1.1% |
| 1Y | -9.0% | -40.5% | +31.5% | -7.6% |
| 3Y | -4.3% | +29.6% | -33.9% | -13.0% |
| 5Y | +19.4% | +56.7% | -37.3% | +3.3% |
| All | +212.3% | +520.8% | -308.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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