-16.3%
DXCM vs MAGS
+125.8%
-142.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.4% |
| 7D | -3.5% | -1.4% | -2.1% | -3.0% |
| 30D | -5.8% | -8.4% | +2.6% | -2.8% |
| 3M | -4.3% | -1.5% | -2.8% | -4.0% |
| 6M | +31.6% | -1.4% | +32.9% | +31.5% |
| YTD | +19.6% | +2.4% | +17.3% | +17.7% |
| 1Y | +36.9% | +3.5% | +33.3% | +33.9% |
| 3Y | -16.3% | +125.3% | -141.5% | -38.0% |
| All | -16.3% | +125.8% | -142.1% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling