+15.7%
DXCM vs MSTU
-90.6%
+106.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -9.2% | -27.7% | +18.5% | -7.8% |
| 30D | -6.5% | -40.3% | +33.8% | -4.6% |
| 3M | -10.3% | +26.4% | -36.7% | -13.0% |
| 6M | +35.4% | -75.7% | +111.1% | +41.6% |
| YTD | +21.1% | -71.9% | +92.9% | +22.1% |
| 1Y | +38.2% | -89.3% | +127.5% | +46.5% |
| All | +15.7% | -90.6% | +106.3% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling