+176.7%
MGY vs AVAV
+235.1%
-58.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.1% |
| 7D | +4.5% | +4.2% | +0.3% | +3.4% |
| 30D | -0.4% | -2.6% | +2.1% | -0.6% |
| 3M | -4.3% | -38.0% | +33.6% | +3.2% |
| 6M | -12.9% | -27.0% | +14.1% | -11.1% |
| YTD | +15.2% | -51.4% | +66.6% | +23.3% |
| 1Y | +10.3% | -60.2% | +70.6% | +23.0% |
| 3Y | +23.6% | -6.7% | +30.3% | +3.2% |
| 5Y | +35.7% | +28.3% | +7.4% | -2.2% |
| All | +176.7% | +235.1% | -58.4% | +73.0% |
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