+36.9%
DXCM vs MSI
+32.4%
+4.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -3.5% | +4.7% | -8.2% | -3.9% |
| 30D | -5.8% | +14.8% | -20.6% | -7.3% |
| 3M | -4.3% | +8.8% | -13.2% | -5.3% |
| 6M | +31.6% | +19.3% | +12.3% | +28.0% |
| YTD | +19.6% | +35.3% | -15.7% | +24.0% |
| 1Y | +36.9% | +33.8% | +3.1% | +42.9% |
| All | +36.9% | +32.4% | +4.4% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling