+662.2%
MSI vs AVAV
+327.1%
+335.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +2.6% | +18.4% | -15.8% | +0.5% |
| 30D | +18.1% | -4.9% | +23.1% | +18.4% |
| 3M | +13.2% | -37.7% | +50.9% | +18.8% |
| 6M | +36.3% | -28.4% | +64.7% | +39.2% |
| YTD | +39.5% | -50.0% | +89.6% | +46.2% |
| 1Y | +36.9% | -62.6% | +99.5% | +48.6% |
| 3Y | +76.1% | -0.6% | +76.7% | +58.2% |
| 5Y | +123.7% | +31.9% | +91.8% | +84.2% |
| All | +662.2% | +327.1% | +335.1% | +420.1% |
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