+181.3%
MS vs AVTR
-31.1%
+212.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +1.4% | +2.7% | -1.3% | +0.9% |
| 30D | -0.3% | +12.1% | -12.3% | -2.3% |
| 3M | +0.3% | +57.2% | -57.0% | -8.8% |
| 6M | +31.3% | +73.1% | -41.7% | +16.8% |
| YTD | +24.7% | +30.6% | -6.0% | +16.5% |
| 1Y | +47.9% | +13.5% | +34.4% | +39.8% |
| All | +181.3% | -31.1% | +212.4% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling