+146.1%
MO vs AVAV
+358.8%
-212.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +6.5% | -9.9% | +16.4% | +6.9% |
| 3M | +18.3% | -34.7% | +53.0% | +20.7% |
| 6M | +15.6% | -26.6% | +42.2% | +16.3% |
| YTD | +38.8% | -48.9% | +87.8% | +41.8% |
| 1Y | +41.6% | -63.0% | +104.6% | +47.8% |
| 3Y | +138.2% | +1.6% | +136.7% | +121.9% |
| 5Y | +150.5% | +34.5% | +116.0% | +121.4% |
| 10Y | +146.1% | +359.3% | -213.2% | +98.5% |
| All | +146.1% | +358.8% | -212.7% | +98.5% |
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