+76.3%
MSFU vs AVAV
+68.4%
+8.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -3.8% |
| 7D | -5.7% | -2.2% | -3.5% | -5.2% |
| 30D | +4.2% | -13.9% | +18.1% | +7.3% |
| 3M | +27.9% | -29.2% | +57.1% | +35.9% |
| 6M | +37.1% | -36.1% | +73.3% | +47.4% |
| YTD | -7.4% | -40.2% | +32.8% | -1.0% |
| 1Y | -19.6% | -36.2% | +16.6% | -15.7% |
| 3Y | +33.2% | +47.5% | -14.3% | +8.4% |
| All | +76.3% | +68.4% | +8.0% | +27.2% |
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