-20.1%
MTSI vs AVAV
-39.0%
+19.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | +0.1% |
| 7D | -10.7% | -10.1% | -0.6% | -9.4% |
| 30D | -29.0% | -18.7% | -10.3% | -27.1% |
| 3M | -14.7% | -33.0% | +18.3% | -10.6% |
| 6M | -20.1% | -37.2% | +17.1% | -14.6% |
| All | -20.1% | -39.0% | +19.0% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling