+190.0%
MAGS vs AVAV
+38.0%
+152.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | +1.2% | +3.2% | -2.0% | +0.9% |
| 30D | -0.1% | -20.3% | +20.2% | +2.1% |
| 3M | +3.8% | -19.4% | +23.3% | +5.4% |
| 6M | +13.2% | -35.3% | +48.5% | +17.0% |
| YTD | +4.7% | -38.5% | +43.2% | +7.5% |
| 1Y | +14.4% | -37.2% | +51.6% | +16.5% |
| 3Y | +128.6% | +31.1% | +97.4% | +115.3% |
| All | +190.0% | +38.0% | +152.0% | +171.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling