+385.7%
MS vs AVAV
+478.6%
-92.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | -0.3% | -13.9% | +13.7% | +3.0% |
| 3M | +0.3% | -29.2% | +29.5% | +6.6% |
| 6M | +31.3% | -36.1% | +67.5% | +41.1% |
| YTD | +24.7% | -40.2% | +64.9% | +32.9% |
| 1Y | +47.9% | -36.2% | +84.1% | +52.6% |
| 3Y | +178.3% | +47.5% | +130.8% | +111.3% |
| 5Y | +144.9% | +39.3% | +105.6% | +75.1% |
| 10Y | +804.5% | +482.6% | +322.0% | +245.8% |
| All | +385.7% | +478.6% | -92.9% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling