+103.9%
MSFU vs AVAV
+47.8%
+56.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.6% | -7.1% | +2.8% |
| 7D | +14.6% | +3.2% | +11.4% | +13.3% |
| 30D | +2.1% | -7.4% | +9.5% | +3.2% |
| 3M | +14.7% | -32.0% | +46.7% | +23.3% |
| 6M | +55.7% | -24.6% | +80.2% | +61.5% |
| YTD | +7.1% | -47.5% | +54.6% | +16.8% |
| 1Y | -0.5% | -61.5% | +61.0% | +15.4% |
| 3Y | +35.7% | +5.5% | +30.3% | +19.4% |
| All | +103.9% | +47.8% | +56.1% | +50.0% |
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