+124.9%
MAGS vs AVTR
-24.8%
+149.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +1.2% | +7.4% | -6.2% | +0.3% |
| 30D | -0.1% | +12.2% | -12.3% | -1.5% |
| 3M | +3.8% | +57.4% | -53.6% | -2.6% |
| 6M | +13.2% | +86.7% | -73.4% | +3.5% |
| YTD | +4.7% | +33.1% | -28.4% | -0.2% |
| 1Y | +14.4% | +16.1% | -1.8% | +9.7% |
| All | +124.9% | -24.8% | +149.7% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling