-49.1%
DXCM vs MOS
-31.8%
-17.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.9% |
| 7D | -4.4% | +19.7% | -24.0% | -6.4% |
| 30D | -3.6% | +21.5% | -25.1% | -5.9% |
| 3M | -4.3% | -0.4% | -3.9% | -4.8% |
| 6M | +33.8% | +4.5% | +29.2% | +31.9% |
| YTD | +22.1% | -2.9% | +25.0% | +20.5% |
| 1Y | +47.4% | -7.7% | +55.1% | +46.2% |
| 3Y | -12.3% | -25.6% | +13.4% | -12.3% |
| 5Y | -49.1% | -31.2% | -17.9% | -53.8% |
| All | -49.1% | -31.8% | -17.3% | -53.8% |
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