-94.9%
MAGN vs VT
+222.7%
-317.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +1.1% | +0.4% | +0.7% | +0.5% |
| 30D | -7.4% | +1.0% | -8.4% | -8.7% |
| 3M | +9.4% | +2.4% | +7.0% | +5.1% |
| 6M | +2.4% | +12.0% | -9.6% | -12.9% |
| YTD | -17.2% | +15.3% | -32.5% | -32.3% |
| 1Y | +5.0% | +22.6% | -17.6% | -21.2% |
| 3Y | -51.3% | +74.7% | -126.0% | -76.4% |
| 5Y | -93.6% | +66.1% | -159.8% | -96.7% |
| All | -94.9% | +222.7% | -317.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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