+1,391.0%
MTSI vs AVTR
+5.1%
+1,385.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.7% | +10.1% |
| 7D | -10.0% | -3.6% | -6.4% | -8.5% |
| 30D | -37.2% | +0.8% | -38.0% | -37.2% |
| 3M | -30.1% | +17.4% | -47.4% | -34.1% |
| 6M | -31.9% | +83.5% | -115.4% | -47.3% |
| YTD | +23.2% | +35.0% | -11.8% | +6.0% |
| 1Y | +26.4% | +36.7% | -10.3% | +7.7% |
| 3Y | +186.2% | -15.3% | +201.5% | +171.9% |
| 5Y | +187.0% | -59.5% | +246.5% | +289.6% |
| All | +1,391.0% | +5.1% | +1,385.9% | +1,198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling