+593.1%
MA vs AVAV
+315.4%
+277.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +1.6% |
| 7D | +1.3% | +4.2% | -2.9% | +0.8% |
| 30D | +9.6% | -2.6% | +12.2% | +9.5% |
| 3M | +16.8% | -38.0% | +54.7% | +22.4% |
| 6M | +35.2% | -27.0% | +62.2% | +37.3% |
| YTD | +16.6% | -51.4% | +68.0% | +22.1% |
| 1Y | +19.8% | -60.2% | +80.0% | +28.5% |
| 3Y | +70.7% | -6.7% | +77.4% | +53.5% |
| 5Y | +87.4% | +28.3% | +59.1% | +53.4% |
| All | +593.1% | +315.4% | +277.7% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling