+222.1%
MAS vs AVAV
+317.7%
-95.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.8% | +6.4% | -2.2% |
| 7D | +4.6% | -24.3% | +28.9% | +8.0% |
| 30D | +19.9% | -28.9% | +48.8% | +24.8% |
| 3M | +8.9% | -39.3% | +48.2% | +15.3% |
| 6M | +20.2% | -38.8% | +58.9% | +25.9% |
| YTD | +33.9% | -57.8% | +91.7% | +44.6% |
| 1Y | +34.7% | -70.9% | +105.6% | +52.2% |
| 3Y | +60.4% | -14.8% | +75.2% | +48.4% |
| 5Y | +43.5% | +7.3% | +36.2% | +23.5% |
| All | +222.1% | +317.7% | -95.6% | +105.1% |
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