+404.2%
DXCM vs MSI
+676.2%
-272.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -3.5% | +4.7% | -8.2% | -5.6% |
| 30D | -5.8% | +14.8% | -20.6% | -11.8% |
| 3M | -4.3% | +8.8% | -13.2% | -8.4% |
| 6M | +31.6% | +19.3% | +12.3% | +19.8% |
| YTD | +19.6% | +35.3% | -15.7% | +1.9% |
| 1Y | +36.9% | +33.8% | +3.1% | +17.0% |
| 3Y | -16.3% | +74.4% | -90.7% | -40.2% |
| 5Y | -50.0% | +120.5% | -170.5% | -68.8% |
| All | +404.2% | +676.2% | -272.0% | +79.5% |
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