-90.3%
MSTU vs AVAV
-27.2%
-63.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +12.6% | -17.7% | -13.1% |
| 7D | -9.3% | +3.2% | -12.4% | -12.7% |
| 30D | -38.3% | -7.4% | -30.9% | -36.0% |
| 3M | +24.0% | -32.0% | +56.1% | +54.8% |
| 6M | -72.1% | -24.6% | -47.5% | -69.5% |
| YTD | -70.2% | -47.5% | -22.7% | -59.9% |
| 1Y | -89.6% | -61.5% | -28.1% | -81.4% |
| All | -90.3% | -27.2% | -63.1% | -91.7% |
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 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