-92.0%
MSTU vs AVAV
-30.7%
-61.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.1% | -11.1% |
| 7D | -23.0% | +18.4% | -41.4% | -32.1% |
| 30D | -47.7% | -4.9% | -42.7% | -46.5% |
| 3M | +12.5% | -37.7% | +50.2% | +49.4% |
| 6M | -76.1% | -28.4% | -47.6% | -72.8% |
| YTD | -75.5% | -50.0% | -25.5% | -65.8% |
| 1Y | -90.1% | -62.6% | -27.4% | -81.9% |
| All | -92.0% | -30.7% | -61.3% | -93.0% |
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