-44.7%
AVTR vs MSTZ
-99.3%
+54.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.3% |
| 7D | +2.7% | -29.7% | +32.4% | +1.4% |
| 30D | +12.1% | -65.3% | +77.3% | +7.6% |
| 3M | +57.2% | -57.3% | +114.6% | +54.5% |
| 6M | +73.1% | -61.6% | +134.7% | +71.1% |
| YTD | +30.6% | -78.3% | +108.9% | +28.4% |
| 1Y | +13.5% | -30.2% | +43.7% | +20.2% |
| All | -44.7% | -99.3% | +54.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling