+14.1%
MOS vs AVTR
+5.1%
+9.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.5% |
| 7D | +21.6% | -3.6% | +25.2% | +22.8% |
| 30D | +12.0% | +0.8% | +11.2% | +11.4% |
| 3M | -3.9% | +17.4% | -21.3% | -8.7% |
| 6M | -3.3% | +83.5% | -86.8% | -21.2% |
| YTD | -4.6% | +35.0% | -39.6% | -15.4% |
| 1Y | -7.0% | +36.7% | -43.6% | -18.0% |
| 3Y | -24.4% | -15.3% | -9.1% | -26.7% |
| 5Y | -32.1% | -59.5% | +27.4% | -15.5% |
| All | +14.1% | +5.1% | +9.0% | -24.1% |
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