-0.5%
DXCM vs MSFU
+76.3%
-76.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.3% |
| 7D | -3.2% | -5.7% | +2.5% | -2.2% |
| 30D | +6.3% | +4.2% | +2.2% | +5.4% |
| 3M | +21.1% | +27.9% | -6.8% | +14.6% |
| 6M | +20.6% | +37.1% | -16.5% | +11.7% |
| YTD | +32.4% | -7.4% | +39.8% | +31.6% |
| 1Y | +8.8% | -19.6% | +28.4% | +11.1% |
| 3Y | -13.7% | +33.2% | -46.9% | -28.7% |
| All | -0.5% | +76.3% | -76.9% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling