+118.6%
MAS vs AVTR
+1.7%
+116.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | +4.4% | +57.2% | -52.8% | -9.3% |
| 6M | +7.2% | +73.1% | -65.9% | -9.9% |
| YTD | +16.1% | +30.6% | -14.5% | +5.4% |
| 1Y | +0.1% | +13.5% | -13.4% | -6.8% |
| 3Y | +28.3% | -31.0% | +59.3% | +33.7% |
| 5Y | +30.5% | -63.2% | +93.7% | +57.6% |
| All | +118.6% | +1.7% | +116.9% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling