-5.7%
DXCM vs MSFU
+88.0%
-93.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | -2.8% | +7.7% | +5.4% |
| 30D | -0.2% | -5.3% | +5.1% | +0.7% |
| 3M | -8.9% | +7.2% | -16.2% | -10.5% |
| 6M | +42.3% | +51.0% | -8.7% | +29.9% |
| YTD | +25.6% | -1.2% | +26.8% | +22.8% |
| 1Y | +39.5% | -10.3% | +49.9% | +39.2% |
| 3Y | -15.3% | +22.2% | -37.5% | -27.3% |
| All | -5.7% | +88.0% | -93.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling