+61.7%
MAS vs AVTR
-17.4%
+79.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.2% | -2.7% |
| 7D | +4.6% | -9.2% | +13.8% | +6.8% |
| 30D | +19.9% | -1.9% | +21.8% | +20.2% |
| 3M | +8.9% | +13.3% | -4.4% | +5.4% |
| 6M | +20.2% | +88.1% | -67.9% | +0.1% |
| YTD | +33.9% | +32.1% | +1.8% | +22.3% |
| 1Y | +34.7% | +30.7% | +3.9% | +23.2% |
| All | +61.7% | -17.4% | +79.1% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling