-0.2%
DASH vs MGY
+92.8%
-93.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.3% | -7.6% | -5.8% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | -7.3% | +10.1% | -17.4% | -9.3% |
| 3M | +31.4% | -1.5% | +32.9% | +31.0% |
| 6M | +11.9% | -4.9% | +16.8% | +11.7% |
| YTD | -11.5% | +27.7% | -39.2% | -18.3% |
| 1Y | -20.0% | +20.1% | -40.1% | -25.2% |
| 3Y | +143.9% | +24.9% | +119.1% | +120.2% |
| 5Y | -0.2% | +91.6% | -91.8% | -14.7% |
| All | -0.2% | +92.8% | -93.0% | -14.7% |
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