+569.6%
MA vs AVAV
+360.4%
+209.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.8% | +9.9% | -11.6% | -2.9% |
| 30D | +11.0% | -5.4% | +16.4% | +11.3% |
| 3M | +17.9% | -36.5% | +54.4% | +23.2% |
| 6M | +33.2% | -25.3% | +58.4% | +35.0% |
| YTD | +16.5% | -48.6% | +65.1% | +21.3% |
| 1Y | +19.1% | -62.1% | +81.2% | +28.7% |
| 3Y | +70.6% | +2.3% | +68.3% | +51.6% |
| 5Y | +92.1% | +35.4% | +56.7% | +56.6% |
| 10Y | +569.6% | +345.1% | +224.5% | +353.5% |
| All | +569.6% | +360.4% | +209.2% | +353.5% |
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