+607.1%
MS vs AVAV
+361.4%
+245.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -2.3% |
| 7D | -1.6% | -10.6% | +9.0% | 0.0% |
| 30D | -3.8% | -18.8% | +15.0% | -0.8% |
| 3M | -14.6% | -34.1% | +19.5% | -9.2% |
| 6M | -5.1% | -35.3% | +30.3% | -0.4% |
| YTD | +4.5% | -53.4% | +57.9% | +13.7% |
| 1Y | +13.5% | -65.6% | +79.2% | +30.0% |
| 3Y | +160.4% | -5.1% | +165.5% | +132.5% |
| 5Y | +112.9% | +18.5% | +94.3% | +72.4% |
| All | +607.1% | +361.4% | +245.7% | +260.3% |
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