-91.2%
MGNX vs VT
+269.6%
-360.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.5% |
| 7D | -5.6% | +2.4% | -7.9% | -8.9% |
| 30D | -33.5% | -1.5% | -32.0% | -32.0% |
| 3M | -46.1% | -4.1% | -42.0% | -42.6% |
| 6M | -36.2% | +0.6% | -36.8% | -36.9% |
| YTD | +36.6% | +11.0% | +25.6% | +16.9% |
| 1Y | +37.5% | +13.3% | +24.2% | +13.8% |
| 3Y | -65.5% | +73.4% | -138.9% | -84.1% |
| 5Y | -89.0% | +57.4% | -146.4% | -94.0% |
| 10Y | -92.6% | +221.7% | -314.3% | -98.6% |
| All | -91.2% | +269.6% | -360.8% | -98.6% |
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