+270.1%
DXCM vs MSI
+595.6%
-325.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.2% | -3.7% | +0.5% | -1.5% |
| 30D | +6.3% | +6.8% | -0.5% | +2.7% |
| 3M | +21.1% | +14.3% | +6.8% | +13.4% |
| 6M | +20.6% | -1.6% | +22.1% | +20.5% |
| YTD | +32.4% | +22.8% | +9.6% | +18.1% |
| 1Y | +8.8% | -1.1% | +9.9% | +8.0% |
| 3Y | -13.7% | +70.5% | -84.2% | -38.5% |
| 5Y | -35.2% | +102.8% | -138.0% | -58.1% |
| All | +270.1% | +595.6% | -325.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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