-27.1%
DXCM vs MAGS
+187.7%
-214.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -6.5% | +0.8% | -7.3% | -6.8% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | +7.3% | +5.6% | +1.7% | +5.0% |
| 6M | +22.0% | +12.3% | +9.7% | +16.2% |
| YTD | +26.4% | +5.1% | +21.3% | +23.3% |
| 1Y | +7.0% | +14.0% | -7.0% | +0.7% |
| 3Y | -19.6% | +129.4% | -149.0% | -43.6% |
| All | -27.1% | +187.7% | -214.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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