-28.3%
MOS vs AVAV
+48.2%
-76.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.6% |
| 7D | +9.5% | -2.2% | +11.8% | +9.7% |
| 30D | +10.4% | -13.9% | +24.4% | +11.6% |
| 3M | +12.9% | -29.2% | +42.1% | +16.0% |
| 6M | +1.2% | -36.1% | +37.4% | +4.5% |
| YTD | +9.3% | -40.2% | +49.5% | +12.1% |
| 1Y | -18.0% | -36.2% | +18.2% | -16.7% |
| All | -28.3% | +48.2% | -76.5% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling