-98.3%
DFNS vs MGY
+15.5%
-113.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | -0.5% |
| 7D | -16.0% | +2.1% | -18.1% | -14.4% |
| 30D | -77.7% | +13.8% | -91.5% | -75.2% |
| 3M | -77.2% | -4.3% | -72.9% | -74.5% |
| 6M | -95.2% | -5.1% | -90.1% | -94.7% |
| YTD | -98.0% | +24.8% | -122.8% | -98.2% |
| 1Y | -98.3% | +11.8% | -110.1% | -98.4% |
| All | -98.3% | +15.5% | -113.8% | -98.4% |
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