+76.3%
MSFU vs AVTR
-38.7%
+115.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.9% |
| 7D | -5.7% | +2.7% | -8.4% | -6.2% |
| 30D | +4.2% | +12.1% | -7.9% | +1.9% |
| 3M | +27.9% | +57.2% | -29.3% | +14.9% |
| 6M | +37.1% | +73.1% | -35.9% | +20.1% |
| YTD | -7.4% | +30.6% | -38.0% | -14.0% |
| 1Y | -19.6% | +13.5% | -33.1% | -24.5% |
| 3Y | +33.2% | -31.0% | +64.2% | +39.6% |
| All | +76.3% | -38.7% | +115.0% | +106.8% |
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