+247.0%
MSI vs AVTR
+1.1%
+245.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.8% | -2.0% | +0.3% | -1.4% |
| 30D | -0.6% | +8.1% | -8.7% | -2.1% |
| 3M | +13.0% | +54.2% | -41.2% | +3.8% |
| 6M | +0.5% | +82.6% | -82.1% | -11.1% |
| YTD | +21.7% | +29.8% | -8.1% | +14.4% |
| 1Y | -2.6% | +18.0% | -20.6% | -8.0% |
| 3Y | +69.7% | -26.4% | +96.1% | +71.5% |
| 5Y | +102.8% | -64.8% | +167.6% | +143.1% |
| All | +247.0% | +1.1% | +245.9% | +209.6% |
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