+37.5%
MAS vs AVTR
+32.3%
+5.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.2% | -3.1% |
| 7D | +4.6% | -9.2% | +13.8% | +5.6% |
| 30D | +19.9% | -1.9% | +21.8% | +20.0% |
| 3M | +8.9% | +13.3% | -4.4% | +7.1% |
| 6M | +20.2% | +88.1% | -67.9% | +3.8% |
| YTD | +33.9% | +32.1% | +1.8% | +27.8% |
| All | +37.5% | +32.3% | +5.2% | +30.3% |
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