-17.2%
DXCM vs MSFU
+20.9%
-38.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -3.6% | -4.9% | +1.3% | -3.0% |
| 30D | -4.3% | -9.1% | +4.8% | -3.2% |
| 3M | -10.4% | +8.7% | -19.0% | -11.6% |
| 6M | +33.1% | +48.3% | -15.2% | +25.2% |
| YTD | +22.6% | -1.6% | +24.2% | +20.6% |
| 1Y | +36.5% | -13.6% | +50.1% | +36.8% |
| All | -17.2% | +20.9% | -38.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling