-7.0%
DASH vs MGY
+26.0%
-33.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | +0.4% | -10.7% | +11.1% | +2.3% |
| 30D | -6.0% | -2.7% | -3.3% | -6.0% |
| 3M | -15.8% | -3.7% | -12.1% | -15.9% |
| 6M | +7.0% | -16.3% | +23.3% | +9.4% |
| YTD | -20.7% | +10.2% | -30.9% | -25.3% |
| 1Y | -8.5% | +13.5% | -22.0% | -14.8% |
| 3Y | +101.8% | +14.6% | +87.1% | +82.4% |
| All | -7.0% | +26.0% | -33.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling