+943.6%
MSTR vs AVTR
+1.7%
+941.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.8% |
| 7D | +12.2% | +2.7% | +9.5% | +11.1% |
| 30D | +45.2% | +12.1% | +33.1% | +38.8% |
| 3M | +10.4% | +57.2% | -46.9% | -11.1% |
| 6M | -2.5% | +73.1% | -75.5% | -25.5% |
| YTD | -6.0% | +30.6% | -36.6% | -18.4% |
| 1Y | -56.4% | +13.5% | -69.9% | -60.7% |
| 3Y | +306.3% | -31.0% | +337.3% | +338.7% |
| 5Y | +100.5% | -63.2% | +163.7% | +192.2% |
| All | +943.6% | +1.7% | +941.9% | +879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling