+20.9%
MS vs AVAV
-68.0%
+89.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.3% | +12.6% | +5.0% |
| 7D | +2.6% | -10.1% | +12.7% | +3.6% |
| 30D | +2.6% | -18.7% | +21.3% | +4.5% |
| 3M | -10.1% | -33.0% | +22.9% | -6.9% |
| 6M | +4.4% | -37.2% | +41.6% | +8.2% |
| YTD | +11.7% | -53.2% | +64.9% | +17.3% |
| 1Y | +20.9% | -69.0% | +89.9% | +41.6% |
| All | +20.9% | -68.0% | +89.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling