+45.8%
MGNI vs VT
+237.7%
-191.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.3% |
| 7D | +6.9% | +2.4% | +4.6% | +2.7% |
| 30D | +22.7% | -1.5% | +24.2% | +24.3% |
| 3M | +19.2% | -4.1% | +23.3% | +26.7% |
| 6M | +126.9% | +0.6% | +126.3% | +118.7% |
| YTD | +80.5% | +11.0% | +69.4% | +43.0% |
| 1Y | +105.8% | +13.3% | +92.5% | +56.9% |
| 3Y | +320.8% | +73.4% | +247.4% | +51.8% |
| 5Y | +27.1% | +57.4% | -30.4% | -39.9% |
| 10Y | +270.3% | +221.7% | +48.6% | -20.8% |
| All | +45.8% | +237.7% | -191.9% | -69.0% |
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