+183.3%
MGNI vs SPY
+322.5%
-139.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.7% |
| 7D | -1.5% | -0.8% | -0.8% | -0.1% |
| 30D | -2.3% | -1.1% | -1.3% | -0.4% |
| 3M | +46.7% | +3.9% | +42.9% | +36.0% |
| 6M | +82.4% | +13.6% | +68.8% | +41.9% |
| YTD | +46.5% | +12.7% | +33.8% | +15.6% |
| 1Y | -1.5% | +17.5% | -19.0% | -28.1% |
| 3Y | +194.5% | +76.9% | +117.6% | +3.0% |
| 5Y | -21.2% | +83.6% | -104.8% | -71.3% |
| All | +183.3% | +322.5% | -139.1% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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