-23.6%
DXCM vs MAGS
+188.2%
-211.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -3.2% | +0.5% | -3.8% | -3.4% |
| 30D | +6.3% | +1.5% | +4.8% | +5.7% |
| 3M | +21.1% | +0.5% | +20.6% | +20.6% |
| 6M | +20.6% | +11.6% | +9.0% | +15.1% |
| YTD | +32.4% | +5.3% | +27.2% | +29.1% |
| 1Y | +8.8% | +14.9% | -6.0% | +2.1% |
| 3Y | -13.7% | +128.9% | -142.6% | -39.4% |
| All | -23.6% | +188.2% | -211.8% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling