+70.7%
MSFU vs AVTR
-39.1%
+109.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | -6.3% | +8.4% | -14.6% | -7.7% |
| 3M | +40.0% | +50.2% | -10.2% | +27.0% |
| 6M | +30.1% | +82.6% | -52.5% | +12.7% |
| YTD | -10.3% | +29.8% | -40.2% | -16.6% |
| 1Y | -19.0% | +16.0% | -35.0% | -24.4% |
| 3Y | +25.8% | -26.4% | +52.2% | +28.0% |
| All | +70.7% | -39.1% | +109.8% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling