-75.5%
MSTU vs AVTR
+92.3%
-167.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | -25.8% | +0.5% | -26.3% | -25.9% |
| 30D | -43.9% | -1.0% | -42.8% | -42.9% |
| 3M | +2.9% | +12.2% | -9.3% | -0.3% |
| 6M | -75.5% | +97.5% | -173.0% | -83.9% |
| All | -75.5% | +92.3% | -167.8% | -83.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling