+84.3%
MKSI vs AVTR
-64.6%
+148.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +2.7% | -1.1% | +3.8% | +3.1% |
| 30D | -12.8% | +6.3% | -19.1% | -15.0% |
| 3M | -22.5% | +53.3% | -75.8% | -36.8% |
| 6M | +19.4% | +78.6% | -59.3% | -9.8% |
| YTD | +67.7% | +29.2% | +38.5% | +44.7% |
| 1Y | +131.4% | +13.8% | +117.6% | +105.1% |
| 3Y | +197.3% | -27.4% | +224.8% | +216.4% |
| All | +84.3% | -64.6% | +148.9% | +161.6% |
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