+35.3%
MAS vs AVTR
-64.3%
+99.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | -0.8% | +2.7% | -3.4% | -1.5% |
| 30D | -5.6% | +12.1% | -17.6% | -8.6% |
| 3M | +4.4% | +57.2% | -52.8% | -9.9% |
| 6M | +7.2% | +73.1% | -65.9% | -10.7% |
| YTD | +16.1% | +30.6% | -14.5% | +5.0% |
| 1Y | +0.1% | +13.5% | -13.4% | -7.0% |
| 3Y | +28.3% | -31.0% | +59.3% | +35.1% |
| All | +35.3% | -64.3% | +99.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling