+822.1%
MSI vs AVAV
+351.0%
+471.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -10.9% | -2.0% |
| 7D | +4.7% | -10.6% | +15.3% | +6.1% |
| 30D | +14.8% | -18.8% | +33.6% | +17.8% |
| 3M | +8.8% | -34.1% | +42.9% | +14.7% |
| 6M | +19.3% | -35.3% | +54.6% | +24.3% |
| YTD | +35.3% | -53.4% | +88.7% | +45.0% |
| 1Y | +33.8% | -65.6% | +99.4% | +49.8% |
| 3Y | +74.4% | -5.1% | +79.5% | +56.2% |
| 5Y | +120.5% | +18.5% | +102.0% | +81.5% |
| 10Y | +685.2% | +369.8% | +315.4% | +358.5% |
| All | +822.1% | +351.0% | +471.1% | +355.8% |
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