+373.3%
DXCM vs MOS
-4.2%
+377.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.8% |
| 7D | -3.6% | -2.6% | -1.1% | -3.4% |
| 30D | -4.3% | +13.5% | -17.8% | -5.9% |
| 3M | -10.4% | -2.9% | -7.5% | -10.4% |
| 6M | +33.1% | -1.0% | +34.1% | +32.2% |
| YTD | +22.6% | -7.2% | +29.8% | +21.9% |
| 1Y | +36.5% | -11.4% | +47.9% | +36.3% |
| 3Y | -13.5% | -29.0% | +15.5% | -12.6% |
| 5Y | -49.6% | -34.0% | -15.6% | -49.5% |
| All | +373.3% | -4.2% | +377.4% | +341.0% |
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