+294.9%
MAS vs AVAV
+478.6%
-183.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | -0.8% | -2.2% | +1.5% | -0.4% |
| 30D | -5.6% | -13.9% | +8.4% | -3.4% |
| 3M | +4.4% | -29.2% | +33.7% | +9.5% |
| 6M | +7.2% | -36.1% | +43.3% | +13.3% |
| YTD | +16.1% | -40.2% | +56.3% | +22.0% |
| 1Y | +0.1% | -36.2% | +36.3% | +2.6% |
| 3Y | +28.3% | +47.5% | -19.2% | +5.6% |
| 5Y | +30.5% | +39.3% | -8.8% | +3.7% |
| 10Y | +139.1% | +482.6% | -343.4% | +24.2% |
| All | +294.9% | +478.6% | -183.7% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling