-99.9%
MGN vs VT
+16.9%
-116.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.1% | -4.4% |
| 7D | -9.3% | -0.7% | -8.6% | -8.6% |
| 30D | +8.2% | -1.7% | +9.9% | +11.0% |
| 3M | -97.5% | -2.3% | -95.2% | -96.5% |
| 6M | -98.1% | +1.5% | -99.6% | -97.6% |
| YTD | -99.8% | +12.0% | -111.9% | -99.8% |
| 1Y | -99.8% | +12.9% | -112.7% | -99.8% |
| All | -99.9% | +16.9% | -116.8% | -99.9% |
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