+25.2%
MSFU vs AVAV
+1.7%
+23.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.8% |
| 7D | +4.0% | 0.0% | +4.1% | +3.6% |
| 30D | -2.3% | -9.9% | +7.6% | -0.8% |
| 3M | +7.1% | -34.7% | +41.8% | +15.7% |
| 6M | +48.9% | -26.6% | +75.5% | +55.1% |
| YTD | +2.4% | -48.9% | +51.4% | +11.7% |
| 1Y | -8.1% | -63.0% | +54.9% | +6.1% |
| 3Y | +25.2% | +1.6% | +23.6% | +20.5% |
| All | +25.2% | +1.7% | +23.5% | +20.5% |
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