-46.8%
DXCM vs MOS
-31.6%
-15.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.9% |
| 7D | +5.7% | +22.5% | -16.8% | +3.2% |
| 30D | +1.3% | +6.6% | -5.4% | +0.3% |
| 3M | +2.2% | -3.8% | +6.0% | +2.1% |
| 6M | +42.0% | -2.2% | +44.2% | +41.1% |
| YTD | +27.3% | -4.8% | +32.0% | +25.9% |
| 1Y | +42.5% | -11.7% | +54.2% | +42.1% |
| 3Y | -13.3% | -26.5% | +13.2% | -13.3% |
| 5Y | -46.8% | -32.2% | -14.6% | -52.7% |
| All | -46.8% | -31.6% | -15.3% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling