+16.2%
MOS vs AVTR
+8.1%
+8.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.0% |
| 7D | +19.7% | +1.9% | +17.7% | +18.9% |
| 30D | +21.5% | +1.5% | +20.0% | +20.7% |
| 3M | -0.4% | +17.1% | -17.5% | -5.3% |
| 6M | +4.5% | +91.5% | -86.9% | -15.8% |
| YTD | -2.9% | +38.8% | -41.7% | -14.6% |
| 1Y | -7.7% | +37.7% | -45.5% | -18.8% |
| 3Y | -25.6% | -13.5% | -12.2% | -28.3% |
| 5Y | -31.2% | -59.3% | +28.2% | -14.1% |
| All | +16.2% | +8.1% | +8.1% | -23.3% |
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