+451.3%
MTSI vs AVAV
+361.4%
+89.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.5% | +0.4% | +8.2% |
| 7D | -10.0% | -10.6% | +0.6% | -7.2% |
| 30D | -37.2% | -18.8% | -18.4% | -33.7% |
| 3M | -30.1% | -34.1% | +4.0% | -22.9% |
| 6M | -31.9% | -35.3% | +3.4% | -26.2% |
| YTD | +23.2% | -53.4% | +76.6% | +38.3% |
| 1Y | +26.4% | -65.6% | +92.0% | +54.1% |
| 3Y | +186.2% | -5.1% | +191.2% | +143.8% |
| 5Y | +187.0% | +18.5% | +168.5% | +113.2% |
| All | +451.3% | +361.4% | +89.9% | +152.7% |
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