+15.1%
DXCM vs MSTZ
-99.3%
+114.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.6% | -9.0% | -1.1% |
| 7D | -3.7% | +21.1% | -24.8% | -2.6% |
| 30D | -5.0% | +40.1% | -45.1% | -3.0% |
| 3M | -8.8% | -66.1% | +57.3% | -11.7% |
| 6M | +31.9% | -20.7% | +52.6% | +35.9% |
| YTD | +20.4% | -78.6% | +99.0% | +19.5% |
| 1Y | +45.7% | -55.5% | +101.2% | +51.8% |
| All | +15.1% | -99.3% | +114.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling