+272.9%
DXCM vs MAS
+137.9%
+135.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.7% |
| 7D | -3.2% | -0.8% | -2.5% | -3.0% |
| 30D | +6.3% | -5.6% | +11.9% | +8.4% |
| 3M | +21.1% | +4.4% | +16.6% | +18.0% |
| 6M | +20.6% | +7.2% | +13.4% | +15.7% |
| YTD | +32.4% | +16.1% | +16.3% | +22.1% |
| 1Y | +8.8% | +0.1% | +8.7% | +6.1% |
| 3Y | -13.7% | +28.3% | -42.0% | -26.2% |
| 5Y | -35.2% | +30.5% | -65.6% | -46.1% |
| All | +272.9% | +137.9% | +135.0% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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