+40.2%
MOS vs AVAV
+352.9%
-312.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -8.3% | +25.7% | +19.2% |
| 7D | +17.9% | -10.1% | +28.0% | +20.1% |
| 30D | +1.6% | -18.7% | +20.3% | +5.7% |
| 3M | -4.0% | -33.0% | +29.0% | +3.7% |
| 6M | -4.1% | -37.2% | +33.1% | +2.4% |
| YTD | -7.8% | -53.2% | +45.4% | +2.3% |
| 1Y | -15.6% | -69.0% | +53.4% | +2.8% |
| 3Y | -28.9% | -5.5% | -23.4% | -39.2% |
| 5Y | -36.8% | +20.1% | -56.9% | -52.5% |
| 10Y | +6.7% | +371.8% | -365.1% | -48.7% |
| All | +40.2% | +352.9% | -312.8% | -40.5% |
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 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