+663.4%
MSI vs AVAV
+315.4%
+348.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +3.2% | +4.2% | -1.0% | +2.7% |
| 30D | +17.6% | -2.6% | +20.1% | +17.5% |
| 3M | +14.5% | -38.0% | +52.5% | +20.3% |
| 6M | +34.3% | -27.0% | +61.3% | +36.8% |
| YTD | +39.7% | -51.4% | +91.1% | +46.9% |
| 1Y | +40.2% | -60.2% | +100.4% | +50.8% |
| 3Y | +77.1% | -6.7% | +83.8% | +60.6% |
| 5Y | +124.0% | +28.3% | +95.7% | +85.0% |
| All | +663.4% | +315.4% | +348.0% | +422.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling