+107.5%
MRSH vs AVTR
+0.6%
+106.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | -6.3% | +6.3% | -12.6% | -7.4% |
| 3M | +5.8% | +53.3% | -47.5% | -2.6% |
| 6M | +2.8% | +78.6% | -75.9% | -8.4% |
| YTD | -3.1% | +29.2% | -32.4% | -8.6% |
| 1Y | -11.3% | +13.8% | -25.1% | -15.5% |
| 3Y | -5.0% | -27.4% | +22.5% | -3.7% |
| 5Y | +19.2% | -65.0% | +84.2% | +43.6% |
| All | +107.5% | +0.6% | +106.8% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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