+95.0%
MSFU vs AVTR
-36.2%
+131.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.9% |
| 7D | +4.0% | -0.1% | +4.2% | +4.2% |
| 30D | -2.3% | -0.6% | -1.7% | -2.2% |
| 3M | +7.1% | +13.4% | -6.3% | +4.5% |
| 6M | +48.9% | +87.4% | -38.5% | +28.5% |
| YTD | +2.4% | +35.9% | -33.4% | -5.6% |
| 1Y | -8.1% | +35.4% | -43.5% | -15.5% |
| 3Y | +25.2% | -16.1% | +41.3% | +22.9% |
| All | +95.0% | -36.2% | +131.3% | +126.9% |
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