+436.3%
MS vs AVTR
+5.8%
+430.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.8% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | -0.7% | -0.6% | -0.1% | -0.6% |
| 3M | -12.4% | +13.4% | -25.8% | -15.7% |
| 6M | -1.7% | +87.4% | -89.1% | -19.5% |
| YTD | +8.0% | +35.9% | -27.8% | -3.4% |
| 1Y | +16.2% | +35.4% | -19.2% | +3.7% |
| 3Y | +171.3% | -16.1% | +187.4% | +164.4% |
| 5Y | +124.8% | -59.4% | +184.1% | +174.8% |
| All | +436.3% | +5.8% | +430.5% | +327.6% |
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