+20.2%
MGNI vs VT
+250.8%
-230.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.9% | +0.4% | +1.4% | +1.1% |
| 30D | +16.8% | +1.0% | +15.8% | +14.7% |
| 3M | +62.4% | +2.4% | +60.1% | +54.2% |
| 6M | +74.5% | +12.0% | +62.5% | +38.7% |
| YTD | +48.7% | +15.3% | +33.4% | +11.6% |
| 1Y | -2.9% | +22.6% | -25.4% | -34.9% |
| 3Y | +181.4% | +74.7% | +106.7% | +2.1% |
| 5Y | -23.5% | +66.1% | -89.6% | -66.3% |
| 10Y | +179.1% | +225.0% | -45.9% | -41.9% |
| All | +20.2% | +250.8% | -230.6% | -75.8% |
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