+20.0%
DXCM vs MSTU
-92.2%
+112.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.6% |
| 7D | +4.9% | -25.8% | +30.7% | +6.4% |
| 30D | -0.2% | -43.9% | +43.7% | +2.1% |
| 3M | -8.9% | +2.9% | -11.8% | -10.8% |
| 6M | +42.3% | -75.5% | +117.8% | +48.3% |
| YTD | +25.6% | -76.7% | +102.3% | +27.7% |
| 1Y | +39.5% | -88.9% | +128.5% | +47.5% |
| All | +20.0% | -92.2% | +112.2% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling