+69.3%
MSI vs AVTR
-25.8%
+95.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -5.8% | +7.4% | -13.1% | -6.1% |
| 30D | -1.0% | +12.2% | -13.2% | -1.7% |
| 3M | +14.2% | +57.4% | -43.2% | +10.8% |
| 6M | +1.0% | +86.7% | -85.6% | -3.2% |
| YTD | +21.5% | +33.1% | -11.6% | +19.0% |
| 1Y | -2.1% | +16.1% | -18.3% | -3.4% |
| 3Y | +69.3% | -24.6% | +93.9% | +73.2% |
| All | +69.3% | -25.8% | +95.1% | +73.2% |
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