+975.1%
MSTR vs AVAV
+308.3%
+666.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.6% | -6.3% |
| 7D | -8.7% | -24.3% | +15.6% | -0.8% |
| 30D | -21.4% | -28.9% | +7.5% | -13.1% |
| 3M | +31.4% | -39.3% | +70.7% | +50.9% |
| 6M | -30.8% | -38.8% | +7.9% | -22.8% |
| YTD | -14.9% | -57.8% | +42.9% | +3.5% |
| 1Y | -49.3% | -70.9% | +21.6% | -31.0% |
| 3Y | +184.8% | -14.8% | +199.6% | +161.4% |
| 5Y | +62.1% | +7.3% | +54.8% | +35.0% |
| 10Y | +580.0% | +325.3% | +254.6% | +300.8% |
| All | +975.1% | +308.3% | +666.8% | +474.6% |
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