-43.6%
AVTR vs MSTZ
-99.2%
+55.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.2% | -6.3% | +2.3% |
| 7D | +7.4% | -25.4% | +32.8% | +6.3% |
| 30D | +12.2% | -60.9% | +73.1% | +8.4% |
| 3M | +57.4% | -54.2% | +111.6% | +55.0% |
| 6M | +86.7% | -65.0% | +151.6% | +83.4% |
| YTD | +33.1% | -76.5% | +109.6% | +31.3% |
| 1Y | +16.1% | -23.4% | +39.5% | +23.5% |
| All | -43.6% | -99.2% | +55.6% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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