-89.7%
MAGN vs VT
+345.0%
-434.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | +0.6% |
| 7D | +0.2% | -4.2% | +4.4% | +5.6% |
| 30D | +3.4% | -5.8% | +9.2% | +11.2% |
| 3M | -10.6% | -5.2% | -5.3% | -4.4% |
| 6M | +19.7% | +0.1% | +19.5% | +19.1% |
| YTD | -20.0% | +8.2% | -28.2% | -27.2% |
| 1Y | +41.3% | +10.1% | +31.2% | +25.9% |
| 3Y | -44.2% | +69.7% | -113.9% | -68.9% |
| 5Y | -94.6% | +53.4% | -148.0% | -96.5% |
| 10Y | -93.8% | +219.2% | -313.0% | -98.2% |
| All | -89.7% | +345.0% | -434.7% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling