+210.4%
MGY vs AVAV
+318.3%
-107.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | +1.4% | +2.1% | +3.2% |
| 30D | +5.3% | -24.3% | +29.6% | +10.4% |
| 3M | +2.6% | -20.1% | +22.8% | +5.0% |
| 6M | -3.3% | -29.4% | +26.1% | -0.1% |
| YTD | +29.2% | -39.3% | +68.6% | +34.0% |
| 1Y | +18.0% | -39.3% | +57.4% | +20.5% |
| 3Y | +30.0% | +29.5% | +0.5% | +2.0% |
| 5Y | +92.7% | +56.3% | +36.4% | +35.3% |
| All | +210.4% | +318.3% | -107.9% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling