+24.9%
MGY vs AVAV
+31.0%
-6.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.5% | +2.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.1% |
| 30D | +10.1% | -20.3% | +30.4% | +11.4% |
| 3M | -1.5% | -19.4% | +18.0% | -0.6% |
| 6M | -4.9% | -35.3% | +30.3% | -2.6% |
| YTD | +27.7% | -38.5% | +66.2% | +29.4% |
| 1Y | +20.1% | -37.2% | +57.3% | +20.2% |
| 3Y | +24.9% | +31.1% | -6.2% | -2.2% |
| All | +24.9% | +31.0% | -6.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling