-92.7%
MSTU vs AVTR
+16.8%
-109.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.2% |
| 7D | +21.3% | +2.7% | +18.7% | +20.1% |
| 30D | +90.8% | +12.1% | +78.8% | +81.0% |
| 3M | -6.8% | +57.2% | -64.0% | -31.0% |
| 6M | -39.8% | +73.1% | -112.9% | -58.7% |
| YTD | -55.7% | +30.6% | -86.3% | -61.9% |
| 1Y | -92.7% | +13.5% | -106.2% | -93.6% |
| All | -92.7% | +16.8% | -109.4% | -93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling