-42.3%
AVTR vs MSTZ
-99.2%
+56.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | -0.1% |
| 7D | +3.2% | +25.6% | -22.4% | +4.4% |
| 30D | +0.5% | +50.6% | -50.1% | +3.0% |
| 3M | +12.1% | -64.5% | +76.6% | +9.0% |
| 6M | +91.2% | -14.0% | +105.2% | +97.8% |
| YTD | +36.3% | -76.4% | +112.7% | +36.0% |
| 1Y | +35.2% | -56.2% | +91.5% | +40.0% |
| All | -42.3% | -99.2% | +56.9% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling