+8.4%
DXCM vs MSTZ
-24.0%
+32.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.2% | -12.0% | -3.6% |
| 7D | -6.2% | -25.4% | +19.1% | -6.6% |
| 30D | -0.3% | -60.9% | +60.6% | -1.9% |
| 3M | +10.3% | -54.2% | +64.5% | +9.7% |
| 6M | +24.1% | -65.0% | +89.1% | +22.9% |
| YTD | +27.4% | -76.5% | +103.9% | +25.2% |
| 1Y | +8.4% | -23.4% | +31.8% | -0.3% |
| All | +8.4% | -24.0% | +32.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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