-99.9%
DFNS vs MGY
+85.2%
-185.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.4% |
| 7D | -3.3% | +1.8% | -5.1% | -2.7% |
| 30D | -73.1% | +6.5% | -79.6% | -72.6% |
| 3M | -71.4% | +0.3% | -71.7% | -70.2% |
| 6M | -93.8% | -2.4% | -91.5% | -93.6% |
| YTD | -98.0% | +29.0% | -127.0% | -97.8% |
| 1Y | -98.2% | +17.0% | -115.2% | -98.0% |
| 3Y | -99.9% | +26.2% | -126.0% | -99.9% |
| 5Y | -99.9% | +92.3% | -192.2% | -99.9% |
| All | -99.9% | +85.2% | -185.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling