+120.4%
MSTR vs AVTR
-64.3%
+184.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.7% |
| 7D | +12.2% | +2.7% | +9.5% | +11.0% |
| 30D | +45.2% | +12.1% | +33.1% | +38.2% |
| 3M | +10.4% | +57.2% | -46.9% | -13.0% |
| 6M | -2.5% | +73.1% | -75.5% | -27.6% |
| YTD | -6.0% | +30.6% | -36.6% | -19.3% |
| 1Y | -56.4% | +13.5% | -69.9% | -61.0% |
| 3Y | +306.3% | -31.0% | +337.3% | +349.3% |
| All | +120.4% | -64.3% | +184.7% | +320.7% |
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