-99.6%
DFNS vs MGY
+8.9%
-108.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -5.2% | -13.1% | -22.5% |
| 7D | -27.7% | -12.1% | -15.6% | -36.1% |
| 30D | -58.0% | -2.6% | -55.3% | -58.5% |
| 3M | -94.0% | -4.2% | -89.7% | -94.0% |
| 6M | -94.6% | -23.9% | -70.7% | -94.2% |
| YTD | -99.4% | +8.8% | -108.3% | -99.6% |
| 1Y | -99.6% | +9.5% | -109.1% | -99.7% |
| All | -99.6% | +8.9% | -108.6% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling