+160.4%
MS vs AVTR
-15.6%
+176.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -1.6% | -3.6% | +2.1% | -0.9% |
| 30D | -3.8% | +0.8% | -4.6% | -3.9% |
| 3M | -14.6% | +17.4% | -32.0% | -17.0% |
| 6M | -5.1% | +83.5% | -88.6% | -16.0% |
| YTD | +4.5% | +35.0% | -30.5% | -2.7% |
| 1Y | +13.5% | +36.7% | -23.1% | +5.3% |
| 3Y | +160.4% | -15.3% | +175.7% | +147.4% |
| All | +160.4% | -15.6% | +176.0% | +147.4% |
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 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