-87.5%
MSTU vs AVTR
-44.8%
-42.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -3.9% |
| 7D | +12.9% | +1.6% | +11.3% | +12.4% |
| 30D | +68.3% | +8.4% | +60.0% | +62.6% |
| 3M | +0.4% | +50.2% | -49.8% | -23.0% |
| 6M | -41.5% | +82.6% | -124.1% | -61.0% |
| YTD | -61.7% | +29.8% | -91.6% | -67.3% |
| 1Y | -93.7% | +16.0% | -109.6% | -94.4% |
| All | -87.5% | -44.8% | -42.7% | -69.4% |
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 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