+320.4%
MTSI vs AVTR
-64.3%
+384.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +1.4% | +2.7% | -1.3% | +0.7% |
| 30D | +2.1% | +12.1% | -10.0% | -0.6% |
| 3M | -29.7% | +57.2% | -87.0% | -37.9% |
| 6M | +12.5% | +73.1% | -60.5% | -3.6% |
| YTD | +57.0% | +30.6% | +26.4% | +43.8% |
| 1Y | +103.9% | +13.5% | +90.4% | +89.4% |
| 3Y | +223.6% | -31.0% | +254.6% | +243.0% |
| All | +320.4% | -64.3% | +384.7% | +512.1% |
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