-36.2%
AVAV vs MSTZ
-29.5%
-6.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -1.4% |
| 7D | -2.2% | -29.7% | +27.5% | -5.4% |
| 30D | -13.9% | -65.3% | +51.4% | -23.0% |
| 3M | -29.2% | -57.3% | +28.1% | -31.9% |
| 6M | -36.1% | -61.6% | +25.5% | -38.1% |
| YTD | -40.2% | -78.3% | +38.1% | -41.1% |
| 1Y | -36.2% | -30.2% | -6.0% | -12.1% |
| All | -36.2% | -29.5% | -6.8% | -12.1% |
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