+180.5%
MSTR vs AVAV
-5.8%
+186.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -3.2% |
| 7D | -1.2% | -10.6% | +9.4% | +1.5% |
| 30D | -15.9% | -18.8% | +2.9% | -11.3% |
| 3M | +33.1% | -34.1% | +67.2% | +47.4% |
| 6M | -31.0% | -35.3% | +4.3% | -24.7% |
| YTD | -15.1% | -53.4% | +38.2% | -0.5% |
| 1Y | -45.6% | -65.6% | +20.0% | -30.3% |
| 3Y | +180.5% | -5.1% | +185.6% | +248.4% |
| All | +180.5% | -5.8% | +186.3% | +248.4% |
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 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