+26.5%
DXCM vs MSTU
-85.2%
+111.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.9% |
| 7D | -3.2% | +21.3% | -24.5% | -4.4% |
| 30D | +6.3% | +90.8% | -84.5% | +2.1% |
| 3M | +21.1% | -6.8% | +27.9% | +19.5% |
| 6M | +20.6% | -39.8% | +60.4% | +20.3% |
| YTD | +32.4% | -55.7% | +88.1% | +31.9% |
| 1Y | +8.8% | -92.7% | +101.5% | +19.1% |
| All | +26.5% | -85.2% | +111.7% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling