+124.2%
MSI vs AVTR
-58.9%
+183.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +3.2% | +0.5% | +2.8% | +3.2% |
| 30D | +17.6% | -1.0% | +18.6% | +17.7% |
| 3M | +14.5% | +12.2% | +2.3% | +12.6% |
| 6M | +34.3% | +97.5% | -63.2% | +21.2% |
| YTD | +39.7% | +35.6% | +4.1% | +32.8% |
| 1Y | +40.2% | +32.8% | +7.3% | +33.5% |
| 3Y | +77.1% | -16.5% | +93.6% | +75.0% |
| All | +124.2% | -58.9% | +183.2% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling