+238.3%
MAS vs AVAV
+376.2%
-137.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.3% | +14.0% | +6.7% |
| 7D | +14.2% | -10.1% | +24.3% | +15.5% |
| 30D | +26.8% | -18.7% | +45.5% | +29.8% |
| 3M | +13.1% | -33.0% | +46.1% | +18.3% |
| 6M | +27.9% | -37.2% | +65.1% | +33.6% |
| YTD | +38.7% | -53.2% | +91.8% | +47.9% |
| 1Y | +40.4% | -69.0% | +109.4% | +57.5% |
| 3Y | +66.1% | -5.5% | +71.6% | +51.7% |
| 5Y | +47.4% | +20.1% | +27.3% | +25.1% |
| 10Y | +238.3% | +371.8% | -133.4% | +110.5% |
| All | +238.3% | +376.2% | -137.8% | +110.5% |
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