+44.6%
DXCM vs MSTU
-88.0%
+132.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.3% | -3.7% | +6.3% |
| 7D | +12.5% | -4.8% | +17.4% | +12.6% |
| 30D | +1.8% | -29.6% | +31.4% | +2.7% |
| 3M | +1.8% | +69.4% | -67.6% | -1.4% |
| 6M | +47.4% | -62.2% | +109.6% | +51.3% |
| YTD | +33.3% | -61.1% | +94.4% | +32.7% |
| 1Y | +44.6% | -87.2% | +131.8% | +53.6% |
| All | +44.6% | -88.0% | +132.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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