-98.3%
DFNS vs MGY
+19.0%
-117.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | -6.3% | +3.5% | -9.9% | -3.8% |
| 30D | -74.0% | +5.3% | -79.2% | -73.0% |
| 3M | -70.1% | +2.6% | -72.8% | -66.1% |
| 6M | -93.9% | -3.3% | -90.6% | -93.1% |
| YTD | -98.1% | +29.2% | -127.3% | -98.4% |
| 1Y | -98.3% | +18.0% | -116.3% | -98.4% |
| All | -98.3% | +19.0% | -117.3% | -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