+418.8%
MS vs AVTR
+5.1%
+413.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -1.6% | -3.6% | +2.1% | -0.5% |
| 30D | -3.8% | +0.8% | -4.6% | -4.0% |
| 3M | -14.6% | +17.4% | -32.0% | -18.6% |
| 6M | -5.1% | +83.5% | -88.6% | -21.7% |
| YTD | +4.5% | +35.0% | -30.5% | -6.4% |
| 1Y | +13.5% | +36.7% | -23.1% | +1.0% |
| 3Y | +160.4% | -15.3% | +175.7% | +152.8% |
| 5Y | +112.9% | -59.5% | +172.3% | +160.3% |
| All | +418.8% | +5.1% | +413.7% | +314.4% |
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