-82.4%
MGNX vs VT
+283.9%
-366.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | +6.5% | +0.4% | +6.1% | +5.8% |
| 30D | +12.8% | +1.0% | +11.8% | +11.3% |
| 3M | +3.5% | +2.4% | +1.1% | 0.0% |
| 6M | +111.5% | +12.0% | +99.5% | +78.5% |
| YTD | +173.3% | +15.3% | +158.0% | +121.0% |
| 1Y | +126.8% | +22.6% | +104.2% | +67.1% |
| 3Y | -9.5% | +74.7% | -84.1% | -58.8% |
| 5Y | -80.4% | +66.1% | -146.6% | -90.2% |
| 10Y | -85.2% | +225.0% | -310.2% | -97.2% |
| All | -82.4% | +283.9% | -366.3% | -97.4% |
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