-32.6%
AVAV vs MSTZ
-99.2%
+66.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.7% | -2.2% |
| 7D | +4.2% | +30.8% | -26.5% | +7.2% |
| 30D | -2.6% | +41.2% | -43.7% | +2.0% |
| 3M | -38.0% | -60.9% | +22.9% | -41.2% |
| 6M | -27.0% | -15.7% | -11.3% | -22.0% |
| YTD | -51.4% | -75.2% | +23.8% | -51.1% |
| 1Y | -60.2% | -59.8% | -0.4% | -57.4% |
| All | -32.6% | -99.2% | +66.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling