-30.3%
MOS vs AVTR
-16.2%
-14.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.0% | +0.5% | -2.4% | -2.0% |
| 30D | +15.3% | -1.0% | +16.3% | +15.4% |
| 3M | +1.5% | +12.2% | -10.7% | -0.6% |
| 6M | -2.0% | +97.5% | -99.4% | -13.8% |
| YTD | -6.5% | +35.6% | -42.1% | -12.9% |
| 1Y | -11.1% | +32.8% | -43.9% | -16.9% |
| 3Y | -30.3% | -16.5% | -13.8% | -38.3% |
| All | -30.3% | -16.2% | -14.1% | -38.3% |
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 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