+842.2%
MSTR vs AVTR
+5.1%
+837.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.2% |
| 7D | -1.2% | -3.6% | +2.4% | +0.5% |
| 30D | -15.9% | +0.8% | -16.7% | -16.1% |
| 3M | +33.1% | +17.4% | +15.7% | +24.4% |
| 6M | -31.0% | +83.5% | -114.5% | -48.6% |
| YTD | -15.1% | +35.0% | -50.1% | -27.5% |
| 1Y | -45.6% | +36.7% | -82.3% | -54.1% |
| 3Y | +180.5% | -15.3% | +195.8% | +174.6% |
| 5Y | +61.7% | -59.5% | +121.1% | +126.8% |
| All | +842.2% | +5.1% | +837.1% | +769.4% |
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