+440.9%
MS vs AVTR
+6.1%
+434.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.7% | +3.2% | +0.5% | +2.8% |
| 30D | +2.0% | +0.5% | +1.5% | +1.8% |
| 3M | -12.6% | +12.1% | -24.7% | -15.6% |
| 6M | -0.3% | +91.2% | -91.5% | -18.7% |
| YTD | +9.0% | +36.3% | -27.3% | -2.7% |
| 1Y | +13.9% | +35.2% | -21.4% | +1.7% |
| 3Y | +173.6% | -15.8% | +189.5% | +166.4% |
| 5Y | +122.0% | -58.9% | +180.9% | +170.4% |
| All | +440.9% | +6.1% | +434.8% | +330.9% |
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 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