+97.0%
MSFU vs AVAV
+18.8%
+78.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.8% | +2.5% | -5.3% |
| 7D | +1.0% | -24.3% | +25.4% | +6.8% |
| 30D | +0.6% | -28.9% | +29.5% | +7.6% |
| 3M | +16.4% | -39.3% | +55.6% | +28.2% |
| 6M | +53.0% | -38.8% | +91.8% | +66.0% |
| YTD | +3.5% | -57.8% | +61.3% | +18.3% |
| 1Y | -7.8% | -70.9% | +63.0% | +13.5% |
| 3Y | +35.6% | -14.8% | +50.4% | +24.8% |
| All | +97.0% | +18.8% | +78.2% | +52.0% |
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 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