-87.2%
MSTU vs AVTR
+37.4%
-124.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.1% |
| 7D | -4.8% | -6.2% | +1.4% | -0.8% |
| 30D | -29.6% | -1.0% | -28.5% | -28.7% |
| 3M | +69.4% | +14.4% | +55.0% | +58.2% |
| 6M | -62.2% | +95.9% | -158.1% | -76.4% |
| YTD | -61.1% | +36.6% | -97.6% | -65.7% |
| 1Y | -87.2% | +35.1% | -122.3% | -88.4% |
| All | -87.2% | +37.4% | -124.6% | -88.4% |
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