+147.3%
MAS vs AVTR
+5.1%
+142.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | +2.0% | -3.6% | +5.6% | +2.9% |
| 30D | +19.4% | +0.8% | +18.6% | +19.0% |
| 3M | +9.4% | +17.4% | -8.0% | +4.4% |
| 6M | +15.3% | +83.5% | -68.2% | -4.6% |
| YTD | +31.3% | +35.0% | -3.7% | +17.8% |
| 1Y | +34.9% | +36.7% | -1.8% | +20.4% |
| 3Y | +58.6% | -15.3% | +73.9% | +55.6% |
| 5Y | +40.7% | -59.5% | +100.2% | +65.8% |
| All | +147.3% | +5.1% | +142.2% | +120.8% |
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