+513.1%
AVAV vs MOH
+876.9%
-363.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +1.4% | +1.7% | -0.3% | +1.2% |
| 30D | -24.3% | -0.9% | -23.4% | -24.2% |
| 3M | -20.1% | +5.7% | -25.8% | -21.3% |
| 6M | -29.4% | +39.1% | -68.5% | -33.8% |
| YTD | -39.3% | +17.7% | -57.0% | -42.4% |
| 1Y | -39.3% | +8.4% | -47.7% | -41.9% |
| 3Y | +29.5% | -36.6% | +66.0% | +31.4% |
| 5Y | +56.3% | -19.1% | +75.4% | +50.1% |
| 10Y | +518.8% | +262.8% | +256.0% | +328.1% |
| All | +513.1% | +876.9% | -363.8% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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