-4.3%
DXCM vs MSFU
+72.2%
-76.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.4% |
| 7D | -6.2% | -3.2% | -3.1% | -5.7% |
| 30D | -0.3% | -3.1% | +2.9% | +0.2% |
| 3M | +10.3% | +35.3% | -24.9% | +3.4% |
| 6M | +24.1% | +31.6% | -7.5% | +15.9% |
| YTD | +27.4% | -9.5% | +36.9% | +27.1% |
| 1Y | +8.4% | -18.4% | +26.8% | +10.1% |
| 3Y | -19.0% | +26.9% | -45.9% | -32.2% |
| All | -4.3% | +72.2% | -76.6% | -30.0% |
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