+107.4%
MRSH vs AVTR
+1.1%
+106.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | -5.9% | +1.6% | -7.4% | -6.1% |
| 30D | -7.3% | +8.4% | -15.7% | -8.7% |
| 3M | +7.4% | +50.2% | -42.7% | -0.7% |
| 6M | -0.7% | +82.6% | -83.3% | -11.9% |
| YTD | -3.2% | +29.8% | -33.0% | -8.8% |
| 1Y | -10.6% | +16.0% | -26.6% | -15.2% |
| 3Y | -4.6% | -26.4% | +21.9% | -3.6% |
| 5Y | +19.3% | -64.5% | +83.7% | +43.2% |
| All | +107.4% | +1.1% | +106.3% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling