-46.8%
DXCM vs MAS
+41.7%
-88.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.2% |
| 7D | +5.7% | +4.6% | +1.1% | +4.1% |
| 30D | +1.3% | +19.9% | -18.6% | -5.3% |
| 3M | +2.2% | +8.9% | -6.7% | -1.3% |
| 6M | +42.0% | +20.2% | +21.8% | +30.7% |
| YTD | +27.3% | +33.9% | -6.6% | +10.1% |
| 1Y | +42.5% | +34.7% | +7.8% | +22.8% |
| 3Y | -13.3% | +60.4% | -73.7% | -35.3% |
| 5Y | -46.8% | +43.5% | -90.3% | -57.9% |
| All | -46.8% | +41.7% | -88.5% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling