+30.9%
MSFU vs AVAV
-5.8%
+36.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.5% | -12.3% | -3.9% |
| 7D | +2.5% | -10.6% | +13.0% | +4.4% |
| 30D | -1.3% | -18.8% | +17.5% | +2.3% |
| 3M | +8.6% | -34.1% | +42.8% | +17.0% |
| 6M | +48.4% | -35.3% | +83.7% | +58.4% |
| YTD | +1.6% | -53.4% | +54.9% | +12.8% |
| 1Y | -5.8% | -65.6% | +59.9% | +10.5% |
| 3Y | +30.9% | -5.1% | +36.0% | +25.0% |
| All | +30.9% | -5.8% | +36.7% | +25.0% |
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