-85.4%
MGNX vs SPY
+82.3%
-167.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.5% |
| 7D | -9.1% | -0.8% | -8.3% | -8.0% |
| 30D | -0.5% | -1.1% | +0.6% | +1.1% |
| 3M | -0.2% | +3.9% | -4.1% | -5.8% |
| 6M | +19.8% | +13.6% | +6.2% | -0.6% |
| YTD | +148.4% | +12.7% | +135.8% | +108.1% |
| 1Y | +142.4% | +17.5% | +124.9% | +90.1% |
| 3Y | -26.2% | +76.9% | -103.1% | -67.3% |
| All | -85.4% | +82.3% | -167.6% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling