+194.5%
MGNI vs SPY
+77.0%
+117.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.5% |
| 7D | -1.5% | -0.8% | -0.8% | -0.2% |
| 30D | -2.3% | -1.1% | -1.3% | -0.6% |
| 3M | +46.7% | +3.9% | +42.9% | +37.0% |
| 6M | +82.4% | +13.6% | +68.8% | +44.3% |
| YTD | +46.5% | +12.7% | +33.8% | +17.6% |
| 1Y | -1.5% | +17.5% | -19.0% | -26.8% |
| 3Y | +194.5% | +76.9% | +117.6% | -1.3% |
| All | +194.5% | +77.0% | +117.6% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling