+308.9%
MSTR vs AVAV
+48.2%
+260.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +12.2% | -2.2% | +14.4% | +12.9% |
| 30D | +45.2% | -13.9% | +59.1% | +50.2% |
| 3M | +10.4% | -29.2% | +39.6% | +19.3% |
| 6M | -2.5% | -36.1% | +33.6% | +7.0% |
| YTD | -6.0% | -40.2% | +34.2% | +3.4% |
| 1Y | -56.4% | -36.2% | -20.2% | -52.4% |
| All | +308.9% | +48.2% | +260.6% | +329.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling