+404.2%
DXCM vs MAS
+213.7%
+190.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.3% |
| 7D | -3.5% | +2.0% | -5.5% | -4.0% |
| 30D | -5.8% | +19.4% | -25.2% | -11.6% |
| 3M | -4.3% | +9.4% | -13.8% | -7.6% |
| 6M | +31.6% | +15.3% | +16.2% | +23.5% |
| YTD | +19.6% | +31.3% | -11.7% | +5.6% |
| 1Y | +36.9% | +34.9% | +2.0% | +19.4% |
| 3Y | -16.3% | +58.6% | -74.9% | -33.8% |
| 5Y | -50.0% | +40.7% | -90.7% | -59.4% |
| All | +404.2% | +213.7% | +190.5% | +178.9% |
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