+85.8%
MSFU vs AVTR
-35.6%
+121.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.8% | -5.0% |
| 7D | -12.7% | +0.5% | -13.2% | -12.7% |
| 30D | -9.0% | +1.5% | -10.5% | -9.2% |
| 3M | +2.9% | +14.2% | -11.3% | +0.2% |
| 6M | +43.5% | +97.4% | -53.8% | +22.4% |
| YTD | -2.4% | +37.3% | -39.7% | -10.3% |
| 1Y | -13.5% | +36.8% | -50.3% | -20.6% |
| 3Y | +19.2% | -15.2% | +34.5% | +16.8% |
| All | +85.8% | -35.6% | +121.3% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling