-92.4%
MSTU vs AVAV
-32.6%
-59.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -3.2% |
| 7D | -25.8% | +4.2% | -30.0% | -28.4% |
| 30D | -43.9% | -2.6% | -41.3% | -43.7% |
| 3M | +2.9% | -38.0% | +40.8% | +37.2% |
| 6M | -75.5% | -27.0% | -48.5% | -72.7% |
| YTD | -76.7% | -51.4% | -25.3% | -66.9% |
| 1Y | -88.9% | -60.2% | -28.7% | -81.2% |
| All | -92.4% | -32.6% | -59.8% | -93.2% |
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