+211.7%
MRSH vs AZO
+296.8%
-85.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -4.8% | -3.6% | -1.2% | -3.6% |
| 30D | -6.3% | -5.6% | -0.8% | -4.6% |
| 3M | +5.8% | -6.6% | +12.5% | +8.0% |
| 6M | +2.8% | -22.5% | +25.3% | +10.9% |
| YTD | -3.1% | -15.2% | +12.1% | +1.0% |
| 1Y | -11.3% | -33.9% | +22.7% | +0.3% |
| 3Y | -5.0% | +11.8% | -16.8% | -11.1% |
| 5Y | +19.2% | +85.5% | -66.3% | -7.1% |
| All | +211.7% | +296.8% | -85.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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