+189.1%
MAGS vs AVTR
-26.3%
+215.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +3.0% | +3.2% | -0.2% | +2.6% |
| 30D | -7.3% | +0.5% | -7.8% | -7.4% |
| 3M | +1.7% | +12.1% | -10.4% | +0.3% |
| 6M | -0.4% | +91.2% | -91.6% | -8.7% |
| YTD | +4.4% | +36.3% | -31.9% | -0.6% |
| 1Y | +5.1% | +35.2% | -30.2% | +0.1% |
| 3Y | +122.6% | -15.8% | +138.5% | +123.3% |
| All | +189.1% | -26.3% | +215.3% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling