+445.1%
MS vs AVTR
+5.6%
+439.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | +5.7% | -1.0% | +6.7% | +5.9% |
| 3M | -12.2% | +12.2% | -24.4% | -15.2% |
| 6M | -0.5% | +97.5% | -98.0% | -19.7% |
| YTD | +9.8% | +35.6% | -25.8% | -1.7% |
| 1Y | +17.7% | +32.8% | -15.1% | +5.7% |
| 3Y | +176.8% | -16.5% | +193.3% | +170.2% |
| 5Y | +123.7% | -59.1% | +182.8% | +172.9% |
| All | +445.1% | +5.6% | +439.6% | +334.9% |
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