-89.8%
MSTU vs AVAV
-35.4%
-54.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -8.3% |
| 7D | -4.3% | -10.6% | +6.3% | +2.3% |
| 30D | -34.6% | -18.8% | -15.8% | -25.3% |
| 3M | +39.0% | -34.1% | +73.1% | +78.3% |
| 6M | -70.5% | -35.3% | -35.2% | -63.7% |
| YTD | -68.6% | -53.4% | -15.2% | -53.8% |
| 1Y | -88.6% | -65.6% | -23.0% | -77.8% |
| All | -89.8% | -35.4% | -54.4% | -90.5% |
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