-3.0%
MRSH vs AVAV
+31.4%
-34.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -2.8% |
| 7D | -3.8% | +3.2% | -7.0% | -3.8% |
| 30D | -5.8% | -20.3% | +14.5% | -5.5% |
| 3M | +11.7% | -19.4% | +31.1% | +11.9% |
| 6M | -0.3% | -35.3% | +34.9% | +0.1% |
| YTD | -1.1% | -38.5% | +37.4% | -0.9% |
| 1Y | -9.5% | -37.2% | +27.7% | -9.3% |
| All | -3.0% | +31.4% | -34.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling