+40.4%
MAS vs AVTR
+37.4%
+3.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.3% | +5.6% |
| 7D | +14.2% | -6.2% | +20.4% | +14.9% |
| 30D | +26.8% | -1.0% | +27.8% | +26.8% |
| 3M | +13.1% | +14.4% | -1.3% | +11.1% |
| 6M | +27.9% | +95.9% | -67.9% | +9.6% |
| YTD | +38.7% | +36.6% | +2.1% | +31.8% |
| 1Y | +40.4% | +35.1% | +5.2% | +33.9% |
| All | +40.4% | +37.4% | +3.0% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling