+736.7%
MSI vs AVAV
+478.6%
+258.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | +6.8% | -13.9% | +20.8% | +8.9% |
| 3M | +14.3% | -29.2% | +43.5% | +18.8% |
| 6M | -1.6% | -36.1% | +34.6% | +3.0% |
| YTD | +22.8% | -40.2% | +63.0% | +27.6% |
| 1Y | -1.1% | -36.2% | +35.1% | +0.6% |
| 3Y | +70.5% | +47.5% | +22.9% | +42.4% |
| 5Y | +102.8% | +39.3% | +63.5% | +64.2% |
| 10Y | +597.4% | +482.6% | +114.9% | +297.1% |
| All | +736.7% | +478.6% | +258.1% | +301.1% |
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 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