+37.2%
MSI vs AVTR
+89.5%
-52.3%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +7.7% | +0.5% | +7.2% | +7.7% |
| 30D | +19.9% | +1.5% | +18.4% | +20.0% |
| 3M | +14.9% | +14.2% | +0.7% | +15.4% |
| 6M | +37.2% | +97.4% | -60.1% | +38.1% |
| All | +37.2% | +89.5% | -52.3% | +38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling