-6.7%
DXCM vs MAS
+67.0%
-73.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +5.2% |
| 7D | +12.5% | +14.2% | -1.6% | +9.0% |
| 30D | +1.8% | +26.8% | -25.0% | -3.9% |
| 3M | +1.8% | +13.1% | -11.4% | -1.4% |
| 6M | +47.4% | +27.9% | +19.4% | +37.3% |
| YTD | +33.3% | +38.7% | -5.3% | +19.9% |
| 1Y | +44.6% | +40.4% | +4.2% | +29.4% |
| All | -6.7% | +67.0% | -73.7% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling