+180.5%
MSTR vs AVTR
-15.6%
+196.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -1.2% | -3.6% | +2.4% | +0.1% |
| 30D | -15.9% | +0.8% | -16.7% | -16.0% |
| 3M | +33.1% | +17.4% | +15.7% | +26.6% |
| 6M | -31.0% | +83.5% | -114.5% | -44.9% |
| YTD | -15.1% | +35.0% | -50.1% | -24.2% |
| 1Y | -45.6% | +36.7% | -82.3% | -51.8% |
| 3Y | +180.5% | -15.3% | +195.8% | +178.4% |
| All | +180.5% | -15.6% | +196.1% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling