+32.4%
MSFU vs AVTR
-27.6%
+60.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -4.0% |
| 7D | -5.7% | +2.7% | -8.4% | -6.0% |
| 30D | +4.2% | +12.1% | -7.9% | +2.6% |
| 3M | +27.9% | +57.2% | -29.3% | +18.1% |
| 6M | +37.1% | +73.1% | -35.9% | +24.2% |
| YTD | -7.4% | +30.6% | -38.0% | -12.6% |
| 1Y | -19.6% | +13.5% | -33.1% | -23.5% |
| All | +32.4% | -27.6% | +60.0% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling