-86.8%
MSTU vs AVAV
-14.7%
-72.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.9% | -11.5% | -10.5% |
| 7D | +16.1% | +3.2% | +12.9% | +13.7% |
| 30D | +68.7% | -20.3% | +89.0% | +93.1% |
| 3M | -11.0% | -19.4% | +8.4% | -1.6% |
| 6M | -33.4% | -35.3% | +1.9% | -16.1% |
| YTD | -59.5% | -38.5% | -21.0% | -50.0% |
| 1Y | -93.4% | -37.2% | -56.2% | -91.7% |
| All | -86.8% | -14.7% | -72.1% | -89.7% |
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