+66.2%
MOS vs AVAV
+478.6%
-412.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.8% |
| 7D | +9.5% | -2.2% | +11.8% | +10.0% |
| 30D | +10.4% | -13.9% | +24.4% | +13.6% |
| 3M | +12.9% | -29.2% | +42.1% | +19.3% |
| 6M | +1.2% | -36.1% | +37.4% | +8.2% |
| YTD | +9.3% | -40.2% | +49.5% | +15.7% |
| 1Y | -18.0% | -36.2% | +18.2% | -15.8% |
| 3Y | -29.0% | +47.5% | -76.6% | -45.7% |
| 5Y | -9.6% | +39.3% | -48.9% | -33.7% |
| 10Y | +6.1% | +482.6% | -476.5% | -50.9% |
| All | +66.2% | +478.6% | -412.4% | -32.7% |
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 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