+817.8%
MSTR vs AVTR
+8.1%
+809.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.8% |
| 7D | -4.0% | +1.9% | -5.9% | -4.7% |
| 30D | -18.6% | +1.5% | -20.2% | -19.1% |
| 3M | +25.6% | +17.1% | +8.5% | +17.4% |
| 6M | -33.1% | +91.5% | -124.5% | -51.1% |
| YTD | -17.3% | +38.8% | -56.2% | -30.3% |
| 1Y | -48.1% | +37.7% | -85.8% | -56.3% |
| 3Y | +154.2% | -13.5% | +167.7% | +146.5% |
| 5Y | +46.2% | -59.3% | +105.5% | +104.2% |
| All | +817.8% | +8.1% | +809.7% | +736.0% |
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