+122.0%
MAGS vs AVAV
-3.9%
+125.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | 0.0% |
| 7D | +1.7% | +4.2% | -2.5% | +1.1% |
| 30D | -5.8% | -2.6% | -3.2% | -5.8% |
| 3M | +0.2% | -38.0% | +38.2% | +5.2% |
| 6M | -2.7% | -27.0% | +24.4% | -0.7% |
| YTD | +4.1% | -51.4% | +55.5% | +9.4% |
| 1Y | +7.5% | -60.2% | +67.7% | +16.1% |
| 3Y | +122.0% | -6.7% | +128.7% | +107.3% |
| All | +122.0% | -3.9% | +125.9% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling