+47.8%
DXCM vs MSFU
-1.7%
+49.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +1.4% |
| 7D | -4.4% | +14.6% | -18.9% | -5.7% |
| 30D | -3.6% | +2.1% | -5.7% | -3.9% |
| 3M | -4.3% | +14.7% | -19.0% | -5.9% |
| 6M | +33.8% | +55.7% | -21.9% | +27.2% |
| YTD | +22.1% | +7.1% | +15.0% | +17.0% |
| All | +47.8% | -1.7% | +49.5% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling