+93.7%
MA vs AVAV
+7.1%
+86.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.4% | -1.9% |
| 7D | +3.2% | -24.3% | +27.5% | +4.8% |
| 30D | +15.9% | -28.9% | +44.8% | +18.1% |
| 3M | +15.2% | -39.3% | +54.4% | +18.2% |
| 6M | +32.4% | -38.8% | +71.1% | +35.0% |
| YTD | +15.6% | -57.8% | +73.4% | +19.7% |
| 1Y | +19.3% | -70.9% | +90.2% | +27.1% |
| 3Y | +73.0% | -14.8% | +87.8% | +59.5% |
| 5Y | +93.7% | +7.3% | +86.5% | +89.4% |
| All | +93.7% | +7.1% | +86.7% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling