+27.9%
MAS vs AVTR
+97.6%
-69.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.3% | +5.6% |
| 7D | +14.2% | -6.2% | +20.4% | +14.3% |
| 30D | +26.8% | -1.0% | +27.8% | +26.7% |
| 3M | +13.1% | +14.4% | -1.3% | +12.4% |
| 6M | +27.9% | +95.9% | -67.9% | +8.1% |
| All | +27.9% | +97.6% | -69.7% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling