+445.0%
MS vs AVTR
+6.9%
+438.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.9% | +1.5% | -0.6% | +0.5% |
| 3M | -10.8% | +14.2% | -25.1% | -14.3% |
| 6M | +0.9% | +97.4% | -96.5% | -18.6% |
| YTD | +9.8% | +37.3% | -27.5% | -2.1% |
| 1Y | +17.1% | +36.8% | -19.7% | +4.2% |
| 3Y | +175.7% | -15.2% | +191.0% | +167.9% |
| 5Y | +125.9% | -59.2% | +185.0% | +175.9% |
| All | +445.0% | +6.9% | +438.2% | +333.4% |
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