-32.9%
MOS vs AVTR
-60.9%
+28.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +3.9% |
| 7D | +22.5% | -9.2% | +31.7% | +24.7% |
| 30D | +6.6% | -1.9% | +8.5% | +6.9% |
| 3M | -3.8% | +13.3% | -17.1% | -6.3% |
| 6M | -2.2% | +88.1% | -90.3% | -14.8% |
| YTD | -4.8% | +32.1% | -36.9% | -11.6% |
| 1Y | -11.7% | +30.7% | -42.5% | -17.9% |
| 3Y | -26.5% | -17.6% | -8.9% | -26.9% |
| All | -32.9% | -60.9% | +28.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling