-18.3%
DXCM vs MSI
+77.7%
-96.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -9.2% | +7.7% | -16.9% | -10.1% |
| 30D | -6.5% | +19.9% | -26.4% | -8.9% |
| 3M | -10.3% | +14.9% | -25.2% | -12.1% |
| 6M | +35.4% | +37.2% | -1.8% | +29.3% |
| YTD | +21.1% | +40.8% | -19.7% | +15.0% |
| 1Y | +38.2% | +38.1% | +0.1% | +31.7% |
| All | -18.3% | +77.7% | -96.0% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling