+17.3%
MOS vs AVTR
+5.8%
+11.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | +24.8% | -0.1% | +24.9% | +24.8% |
| 30D | +22.7% | -0.6% | +23.3% | +22.6% |
| 3M | -1.2% | +13.4% | -14.6% | -5.2% |
| 6M | +5.5% | +87.4% | -81.8% | -14.5% |
| YTD | -2.0% | +35.9% | -37.8% | -13.2% |
| 1Y | -7.9% | +35.4% | -43.3% | -18.6% |
| 3Y | -25.0% | -16.1% | -8.9% | -27.0% |
| 5Y | -27.7% | -59.4% | +31.6% | -10.1% |
| All | +17.3% | +5.8% | +11.5% | -22.1% |
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 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