+578.8%
MS vs AVAV
+423.1%
+155.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.6% | -9.5% | +1.1% |
| 7D | +0.7% | +3.2% | -2.4% | -0.1% |
| 30D | -0.9% | -7.4% | +6.5% | -0.1% |
| 3M | -13.0% | -32.0% | +19.0% | -8.0% |
| 6M | -2.0% | -24.6% | +22.6% | +0.2% |
| YTD | +7.8% | -47.5% | +55.3% | +14.8% |
| 1Y | +17.9% | -61.5% | +79.3% | +32.2% |
| 3Y | +174.8% | +5.5% | +169.3% | +141.5% |
| 5Y | +119.9% | +35.7% | +84.1% | +74.4% |
| 10Y | +578.8% | +379.1% | +199.7% | +274.6% |
| All | +578.8% | +423.1% | +155.7% | +274.6% |
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 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