-9.5%
DASH vs MGY
+263.1%
-272.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -4.5% | +4.5% | -9.0% | -5.3% |
| 30D | -6.8% | -0.4% | -6.4% | -7.1% |
| 3M | -20.7% | -4.3% | -16.3% | -20.6% |
| 6M | +15.1% | -12.9% | +27.9% | +16.7% |
| YTD | -24.3% | +15.2% | -39.5% | -28.7% |
| 1Y | -12.1% | +10.3% | -22.5% | -16.5% |
| 3Y | +91.1% | +23.6% | +67.4% | +72.9% |
| 5Y | -30.3% | +35.7% | -66.0% | -39.2% |
| All | -9.5% | +263.1% | -272.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling