+188.2%
MAGS vs AVTR
-26.6%
+214.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -5.8% | -1.0% | -4.8% | -5.7% |
| 3M | +0.2% | +12.2% | -12.0% | -1.2% |
| 6M | -2.7% | +97.5% | -100.1% | -11.2% |
| YTD | +4.1% | +35.6% | -31.5% | -0.8% |
| 1Y | +7.5% | +32.8% | -25.3% | +2.7% |
| 3Y | +122.0% | -16.5% | +138.5% | +122.8% |
| All | +188.2% | -26.6% | +214.9% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling