-27.5%
MOS vs AVTR
-15.2%
-12.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.0% |
| 7D | +5.5% | +0.5% | +4.9% | +5.3% |
| 30D | +21.0% | +1.5% | +19.4% | +20.5% |
| 3M | -0.5% | +14.2% | -14.7% | -2.9% |
| 6M | +6.6% | +97.4% | -90.8% | -6.3% |
| YTD | -2.8% | +37.3% | -40.0% | -9.6% |
| 1Y | -8.1% | +36.8% | -44.8% | -14.6% |
| All | -27.5% | -15.2% | -12.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling