+89.0%
MGY vs AVTR
-64.6%
+153.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +5.3% | +6.3% | -1.0% | +4.0% |
| 3M | +2.6% | +53.3% | -50.7% | -5.3% |
| 6M | -3.3% | +78.6% | -81.9% | -13.7% |
| YTD | +29.2% | +29.2% | 0.0% | +22.4% |
| 1Y | +18.0% | +13.8% | +4.2% | +12.9% |
| 3Y | +30.0% | -27.4% | +57.5% | +32.8% |
| All | +89.0% | -64.6% | +153.6% | +97.0% |
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