-10.9%
DXCM vs MOS
-26.7%
+15.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.8% |
| 7D | +5.7% | +22.5% | -16.8% | +4.0% |
| 30D | +1.3% | +6.6% | -5.4% | +0.4% |
| 3M | +2.2% | -3.8% | +6.0% | +1.7% |
| 6M | +42.0% | -2.2% | +44.2% | +40.9% |
| YTD | +27.3% | -4.8% | +32.0% | +25.7% |
| 1Y | +42.5% | -11.7% | +54.2% | +41.7% |
| All | -10.9% | -26.7% | +15.8% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling