+47.4%
MAS vs AVAV
+19.9%
+27.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.3% | +14.0% | +6.5% |
| 7D | +14.2% | -10.1% | +24.3% | +15.2% |
| 30D | +26.8% | -18.7% | +45.5% | +29.2% |
| 3M | +13.1% | -33.0% | +46.1% | +17.3% |
| 6M | +27.9% | -37.2% | +65.1% | +32.5% |
| YTD | +38.7% | -53.2% | +91.8% | +46.0% |
| 1Y | +40.4% | -69.0% | +109.4% | +54.0% |
| 3Y | +66.1% | -5.5% | +71.6% | +52.3% |
| 5Y | +47.4% | +20.1% | +27.3% | +35.0% |
| All | +47.4% | +19.9% | +27.5% | +35.0% |
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