+320.4%
MTSI vs AVAV
+39.7%
+280.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | +2.1% | -13.9% | +16.0% | +4.8% |
| 3M | -29.7% | -29.2% | -0.5% | -26.0% |
| 6M | +12.5% | -36.1% | +48.7% | +19.4% |
| YTD | +57.0% | -40.2% | +97.2% | +63.8% |
| 1Y | +103.9% | -36.2% | +140.1% | +106.9% |
| 3Y | +223.6% | +47.5% | +176.0% | +162.8% |
| All | +320.4% | +39.7% | +280.7% | +214.4% |
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