+949.2%
MOD vs AVTR
+5.6%
+943.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +28.0% |
| 7D | +40.4% | +0.5% | +40.0% | +40.3% |
| 30D | -14.0% | -1.0% | -13.0% | -13.7% |
| 3M | -33.3% | +12.2% | -45.5% | -36.1% |
| 6M | -51.4% | +97.5% | -148.9% | -63.1% |
| YTD | +1.6% | +35.6% | -34.0% | -12.5% |
| 1Y | +5.4% | +32.8% | -27.4% | -8.4% |
| 3Y | +191.0% | -16.5% | +207.5% | +183.3% |
| 5Y | +1,093.1% | -59.1% | +1,152.3% | +1,411.6% |
| All | +949.2% | +5.6% | +943.6% | +807.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling