+272.9%
DXCM vs MOS
+5.8%
+267.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -3.2% | +9.5% | -12.7% | -4.2% |
| 30D | +6.3% | +10.4% | -4.1% | +5.0% |
| 3M | +21.1% | +12.9% | +8.2% | +19.0% |
| 6M | +20.6% | +1.2% | +19.3% | +19.4% |
| YTD | +32.4% | +9.3% | +23.1% | +29.7% |
| 1Y | +8.8% | -18.0% | +26.8% | +10.2% |
| 3Y | -13.7% | -29.0% | +15.3% | -12.6% |
| 5Y | -35.2% | -9.6% | -25.6% | -37.4% |
| All | +272.9% | +5.8% | +267.1% | +236.5% |
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