+28.6%
MCO vs AVTR
-64.4%
+93.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -7.3% | -2.0% | -5.3% | -6.9% |
| 30D | -1.7% | +8.1% | -9.8% | -3.6% |
| 3M | +3.9% | +54.2% | -50.3% | -7.4% |
| 6M | +3.8% | +82.6% | -78.8% | -11.9% |
| YTD | -7.9% | +29.8% | -37.7% | -15.0% |
| 1Y | -6.8% | +18.0% | -24.9% | -13.4% |
| 3Y | +40.9% | -26.4% | +67.4% | +44.0% |
| All | +28.6% | -64.4% | +93.1% | +70.5% |
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 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