-42.3%
MSTR vs AVAV
-68.0%
+25.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.3% | +13.4% | +7.1% |
| 7D | -1.8% | -10.1% | +8.3% | +0.6% |
| 30D | -13.3% | -18.7% | +5.4% | -8.9% |
| 3M | +46.0% | -33.0% | +79.0% | +59.2% |
| 6M | -22.4% | -37.2% | +14.7% | -15.0% |
| YTD | -6.2% | -53.2% | +47.0% | +7.2% |
| 1Y | -42.3% | -69.0% | +26.7% | -14.1% |
| All | -42.3% | -68.0% | +25.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling