+161.8%
MS vs AVTR
-17.4%
+179.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.7% | -5.4% |
| 7D | -3.4% | -9.2% | +5.8% | -1.8% |
| 30D | -3.9% | -1.9% | -2.0% | -3.6% |
| 3M | -15.9% | +13.3% | -29.2% | -17.8% |
| 6M | -2.5% | +88.1% | -90.6% | -14.2% |
| YTD | +5.1% | +32.1% | -27.0% | -1.8% |
| 1Y | +13.0% | +30.7% | -17.8% | +5.6% |
| All | +161.8% | -17.4% | +179.2% | +149.7% |
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