-45.0%
AVTR vs MSTZ
-99.2%
+54.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.2% |
| 7D | +1.6% | -23.6% | +25.1% | +0.7% |
| 30D | +8.4% | -60.7% | +69.1% | +4.7% |
| 3M | +50.2% | -58.3% | +108.4% | +47.1% |
| 6M | +82.6% | -60.0% | +142.6% | +80.7% |
| YTD | +29.8% | -75.2% | +105.1% | +28.5% |
| 1Y | +16.0% | -19.9% | +35.9% | +23.6% |
| All | -45.0% | -99.2% | +54.1% | -48.1% |
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