-69.0%
AVAV vs MSTZ
-63.1%
-5.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -9.6% | +1.2% | -9.3% |
| 7D | -10.1% | +0.7% | -10.8% | -9.8% |
| 30D | -18.7% | +16.6% | -35.3% | -16.5% |
| 3M | -33.0% | -74.7% | +41.7% | -40.4% |
| 6M | -37.2% | -43.9% | +6.7% | -34.4% |
| YTD | -53.2% | -84.0% | +30.8% | -53.9% |
| 1Y | -69.0% | -65.1% | -3.9% | -63.4% |
| All | -69.0% | -63.1% | -5.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling