+159.0%
MTSI vs AVAV
+7.1%
+151.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.8% | -8.5% | -16.5% |
| 7D | -24.6% | -24.3% | -0.3% | -20.3% |
| 30D | -45.7% | -28.9% | -16.8% | -42.1% |
| 3M | -27.7% | -39.3% | +11.5% | -21.0% |
| 6M | -37.3% | -38.8% | +1.5% | -32.6% |
| YTD | +11.1% | -57.8% | +68.9% | +23.5% |
| 1Y | +27.2% | -70.9% | +98.1% | +53.5% |
| 3Y | +153.7% | -14.8% | +168.5% | +128.7% |
| 5Y | +159.0% | +7.3% | +151.7% | +116.1% |
| All | +159.0% | +7.1% | +151.9% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling