+808.5%
MS vs AVAV
+479.1%
+329.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | -0.3% | -13.9% | +13.7% | +2.0% |
| 3M | +0.3% | -29.2% | +29.5% | +4.9% |
| 6M | +31.3% | -36.1% | +67.5% | +38.5% |
| YTD | +24.7% | -40.2% | +64.9% | +30.8% |
| 1Y | +47.9% | -36.2% | +84.1% | +51.6% |
| 3Y | +178.3% | +47.5% | +130.8% | +128.9% |
| 5Y | +144.9% | +39.3% | +105.6% | +94.5% |
| All | +808.5% | +479.1% | +329.5% | +330.7% |
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