+7.6%
MOS vs AVAV
+361.4%
-353.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -1.8% |
| 7D | +21.6% | -10.6% | +32.2% | +23.5% |
| 30D | +12.0% | -18.8% | +30.8% | +15.7% |
| 3M | -3.9% | -34.1% | +30.2% | +2.9% |
| 6M | -3.3% | -35.3% | +32.0% | +1.7% |
| YTD | -4.6% | -53.4% | +48.7% | +4.4% |
| 1Y | -7.0% | -65.6% | +58.7% | +8.5% |
| 3Y | -24.4% | -5.1% | -19.4% | -35.8% |
| 5Y | -32.1% | +18.5% | -50.6% | -49.0% |
| All | +7.6% | +361.4% | -353.7% | -34.7% |
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