+2,914.7%
DXCM vs MAS
+356.1%
+2,558.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +4.2% |
| 7D | +12.5% | +14.2% | -1.6% | +6.3% |
| 30D | +1.8% | +26.8% | -25.0% | -8.3% |
| 3M | +1.8% | +13.1% | -11.4% | -4.0% |
| 6M | +47.4% | +27.9% | +19.4% | +30.3% |
| YTD | +33.3% | +38.7% | -5.3% | +12.1% |
| 1Y | +44.6% | +40.4% | +4.2% | +20.8% |
| 3Y | -9.2% | +66.1% | -75.3% | -32.1% |
| 5Y | -43.8% | +47.4% | -91.2% | -56.4% |
| 10Y | +471.8% | +238.3% | +233.4% | +183.8% |
| All | +2,914.7% | +356.1% | +2,558.5% | +757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling