+526.8%
MSTR vs AVAV
+358.8%
+168.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.7% |
| 7D | -10.7% | 0.0% | -10.7% | -11.5% |
| 30D | -21.6% | -9.9% | -11.6% | -19.4% |
| 3M | +24.4% | -34.7% | +59.1% | +41.8% |
| 6M | -35.5% | -26.6% | -8.8% | -31.7% |
| YTD | -20.3% | -48.9% | +28.6% | -7.3% |
| 1Y | -49.3% | -63.0% | +13.7% | -33.6% |
| 3Y | +137.8% | +1.6% | +136.2% | +94.1% |
| 5Y | +48.3% | +34.5% | +13.8% | +3.2% |
| 10Y | +526.8% | +359.3% | +167.5% | +253.4% |
| All | +526.8% | +358.8% | +168.0% | +253.4% |
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