-34.0%
MOS vs AVTR
-59.7%
+25.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | -2.6% | +3.2% | -5.7% | -3.1% |
| 30D | +13.5% | +0.5% | +13.0% | +13.2% |
| 3M | -2.9% | +12.1% | -15.0% | -5.2% |
| 6M | -1.0% | +91.2% | -92.2% | -13.9% |
| YTD | -7.2% | +36.3% | -43.5% | -14.3% |
| 1Y | -11.4% | +35.2% | -46.6% | -18.2% |
| 3Y | -29.0% | -15.8% | -13.1% | -29.6% |
| 5Y | -34.0% | -58.9% | +24.9% | -28.8% |
| All | -34.0% | -59.7% | +25.7% | -28.8% |
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