+611.0%
MS vs AVAV
+317.7%
+293.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.8% | +3.9% | -4.3% |
| 7D | -3.4% | -24.3% | +20.9% | +1.0% |
| 30D | -3.9% | -28.9% | +25.0% | +1.4% |
| 3M | -15.9% | -39.3% | +23.4% | -9.3% |
| 6M | -2.5% | -38.8% | +36.3% | +3.3% |
| YTD | +5.1% | -57.8% | +62.9% | +16.3% |
| 1Y | +13.0% | -70.9% | +83.8% | +33.1% |
| 3Y | +160.7% | -14.8% | +175.5% | +137.2% |
| 5Y | +114.0% | +7.3% | +106.7% | +76.4% |
| All | +611.0% | +317.7% | +293.3% | +268.6% |
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