+1,383.3%
MKSI vs AVAV
+495.1%
+888.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.3% |
| 7D | +7.7% | +3.2% | +4.5% | +6.8% |
| 30D | -12.9% | -20.3% | +7.5% | -7.8% |
| 3M | -14.8% | -19.4% | +4.6% | -11.7% |
| 6M | +26.6% | -35.3% | +61.9% | +37.0% |
| YTD | +66.6% | -38.5% | +105.1% | +76.8% |
| 1Y | +144.6% | -37.2% | +181.8% | +155.6% |
| 3Y | +193.1% | +31.1% | +162.0% | +137.7% |
| 5Y | +88.6% | +41.0% | +47.6% | +40.3% |
| 10Y | +490.9% | +508.8% | -17.9% | +170.3% |
| All | +1,383.3% | +495.1% | +888.2% | +463.8% |
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