+49.9%
MSTR vs AVTR
-60.1%
+110.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.3% |
| 7D | -1.2% | -3.6% | +2.4% | +0.6% |
| 30D | -15.9% | +0.8% | -16.7% | -16.1% |
| 3M | +33.1% | +17.4% | +15.7% | +23.7% |
| 6M | -31.0% | +83.5% | -114.5% | -50.2% |
| YTD | -15.1% | +35.0% | -50.1% | -28.4% |
| 1Y | -45.6% | +36.7% | -82.3% | -54.8% |
| 3Y | +180.5% | -15.3% | +195.8% | +169.2% |
| All | +49.9% | -60.1% | +110.0% | +179.2% |
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