-36.1%
AVAV vs MSTZ
-63.6%
+27.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -1.5% |
| 7D | -2.2% | -29.7% | +27.5% | -4.2% |
| 30D | -13.9% | -65.3% | +51.4% | -19.7% |
| 3M | -29.2% | -57.3% | +28.1% | -30.6% |
| 6M | -36.1% | -61.6% | +25.5% | -38.9% |
| All | -36.1% | -63.6% | +27.5% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling