+736.1%
MSTR vs AVTR
+6.1%
+730.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.2% |
| 7D | -11.5% | +3.2% | -14.7% | -12.8% |
| 30D | -24.8% | +0.5% | -25.3% | -24.9% |
| 3M | +20.6% | +12.1% | +8.5% | +15.0% |
| 6M | -38.0% | +91.2% | -129.1% | -54.6% |
| YTD | -24.7% | +36.3% | -61.0% | -36.0% |
| 1Y | -49.1% | +35.2% | -84.3% | -56.8% |
| 3Y | +124.7% | -15.8% | +140.5% | +120.7% |
| 5Y | +40.9% | -58.9% | +99.9% | +96.4% |
| All | +736.1% | +6.1% | +730.0% | +668.1% |
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 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