-99.9%
DFNS vs MGY
+343.4%
-443.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.3% | +3.5% | -9.9% | -5.6% |
| 30D | -74.0% | +5.3% | -79.2% | -73.7% |
| 3M | -70.1% | +2.6% | -72.8% | -69.2% |
| 6M | -93.9% | -3.3% | -90.6% | -93.7% |
| YTD | -98.1% | +29.2% | -127.3% | -98.0% |
| 1Y | -98.3% | +18.0% | -116.3% | -98.2% |
| 3Y | -99.9% | +30.0% | -129.9% | -99.9% |
| 5Y | -99.9% | +92.7% | -192.5% | -99.9% |
| All | -99.9% | +343.4% | -443.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling