+11.7%
DASH vs MGY
+293.4%
-281.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.3% |
| 7D | -10.6% | +2.1% | -12.7% | -10.9% |
| 30D | +2.2% | +13.8% | -11.6% | -0.6% |
| 3M | +32.3% | -4.3% | +36.6% | +32.6% |
| 6M | +19.1% | -5.1% | +24.2% | +18.9% |
| YTD | -6.5% | +24.8% | -31.3% | -12.8% |
| 1Y | -14.9% | +11.8% | -26.7% | -18.7% |
| 3Y | +151.9% | +23.5% | +128.4% | +129.9% |
| 5Y | +9.4% | +87.5% | -78.0% | -9.7% |
| All | +11.7% | +293.4% | -281.7% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling