+191.5%
MAGS vs AVTR
-29.3%
+220.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +0.5% | +2.7% | -2.1% | +0.2% |
| 30D | +1.5% | +12.1% | -10.6% | +0.1% |
| 3M | +0.5% | +57.2% | -56.8% | -5.5% |
| 6M | +11.6% | +73.1% | -61.5% | +3.4% |
| YTD | +5.3% | +30.6% | -25.4% | +0.8% |
| 1Y | +14.9% | +13.5% | +1.4% | +10.8% |
| 3Y | +128.9% | -31.0% | +159.9% | +132.6% |
| All | +191.5% | -29.3% | +220.8% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling