-37.2%
AVAV vs MSTZ
-24.0%
-13.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.2% | -5.3% | +3.9% |
| 7D | +3.2% | -25.4% | +28.6% | +0.4% |
| 30D | -20.3% | -60.9% | +40.6% | -27.7% |
| 3M | -19.4% | -54.2% | +34.7% | -22.1% |
| 6M | -35.3% | -65.0% | +29.7% | -38.6% |
| YTD | -38.5% | -76.5% | +38.0% | -38.8% |
| 1Y | -37.2% | -23.4% | -13.8% | -11.2% |
| All | -37.2% | -24.0% | -13.2% | -11.2% |
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