+30.2%
MSFU vs AVAV
+48.2%
-18.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -3.8% |
| 7D | -5.7% | -2.2% | -3.5% | -5.3% |
| 30D | +4.2% | -13.9% | +18.1% | +7.0% |
| 3M | +27.9% | -29.2% | +57.1% | +35.1% |
| 6M | +37.1% | -36.1% | +73.3% | +46.3% |
| YTD | -7.4% | -40.2% | +32.8% | -1.5% |
| 1Y | -19.6% | -36.2% | +16.6% | -15.7% |
| All | +30.2% | +48.2% | -18.1% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling