+129.0%
MSI vs AVAV
+35.3%
+93.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +7.7% | +9.9% | -2.2% | +6.8% |
| 30D | +19.9% | -5.4% | +25.3% | +20.2% |
| 3M | +14.9% | -36.5% | +51.5% | +18.6% |
| 6M | +37.2% | -25.3% | +62.5% | +38.8% |
| YTD | +40.8% | -48.6% | +89.4% | +45.0% |
| 1Y | +38.1% | -62.1% | +100.2% | +46.1% |
| 3Y | +77.7% | +2.3% | +75.4% | +61.7% |
| 5Y | +129.0% | +35.4% | +93.6% | +87.3% |
| All | +129.0% | +35.3% | +93.7% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling