+393.1%
DXCM vs MOS
-1.8%
+394.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -9.2% | +5.5% | -14.7% | -9.8% |
| 30D | -6.5% | +21.0% | -27.4% | -8.7% |
| 3M | -10.3% | -0.5% | -9.8% | -10.6% |
| 6M | +35.4% | +6.6% | +28.8% | +33.3% |
| YTD | +21.1% | -2.8% | +23.8% | +19.7% |
| 1Y | +38.2% | -8.1% | +46.3% | +37.5% |
| 3Y | -14.6% | -25.6% | +11.0% | -14.2% |
| 5Y | -49.6% | -29.8% | -19.8% | -49.8% |
| 10Y | +393.1% | +0.6% | +392.5% | +354.7% |
| All | +393.1% | -1.8% | +394.9% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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