-8.3%
DXCM vs MSFU
+103.9%
-112.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +1.1% |
| 7D | -4.4% | +14.6% | -18.9% | -6.7% |
| 30D | -3.6% | +2.1% | -5.7% | -4.1% |
| 3M | -4.3% | +14.7% | -19.0% | -7.1% |
| 6M | +33.8% | +55.7% | -21.9% | +21.5% |
| YTD | +22.1% | +7.1% | +15.0% | +17.8% |
| 1Y | +47.4% | -0.5% | +47.9% | +44.1% |
| 3Y | -12.3% | +35.7% | -48.0% | -26.4% |
| All | -8.3% | +103.9% | -112.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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