+225.0%
MTSI vs AVTR
-58.7%
+283.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +29.1% | +3.2% | +25.9% | +28.4% |
| 30D | -20.4% | +0.5% | -20.9% | -20.3% |
| 3M | -20.9% | +12.1% | -33.0% | -22.8% |
| 6M | -32.3% | +91.2% | -123.4% | -43.0% |
| YTD | +43.5% | +36.3% | +7.2% | +30.7% |
| 1Y | +43.8% | +35.2% | +8.6% | +30.9% |
| 3Y | +218.8% | -15.8% | +234.6% | +214.6% |
| All | +225.0% | -58.7% | +283.7% | +359.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling