+826.3%
MTSI vs AVAV
+273.5%
+552.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.8% | -8.5% | -15.9% |
| 7D | -24.6% | -24.3% | -0.3% | -18.9% |
| 30D | -45.7% | -28.9% | -16.8% | -40.8% |
| 3M | -27.7% | -39.3% | +11.5% | -18.5% |
| 6M | -37.3% | -38.8% | +1.5% | -31.1% |
| YTD | +11.1% | -57.8% | +68.9% | +28.1% |
| 1Y | +27.2% | -70.9% | +98.1% | +61.7% |
| 3Y | +153.7% | -14.8% | +168.5% | +123.8% |
| 5Y | +159.0% | +7.3% | +151.7% | +99.4% |
| 10Y | +405.6% | +325.3% | +80.2% | +145.3% |
| All | +826.3% | +273.5% | +552.8% | +371.1% |
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 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