+404.2%
DXCM vs MTSI
+448.7%
-44.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.8% | -16.8% | -8.2% |
| 7D | -3.5% | -10.0% | +6.5% | -2.1% |
| 30D | -5.8% | -37.2% | +31.4% | +2.2% |
| 3M | -4.3% | -30.1% | +25.7% | +0.2% |
| 6M | +31.6% | -31.9% | +63.5% | +35.1% |
| YTD | +19.6% | +23.2% | -3.5% | +5.5% |
| 1Y | +36.9% | +26.4% | +10.5% | +19.5% |
| 3Y | -16.3% | +186.2% | -202.4% | -42.3% |
| 5Y | -50.0% | +187.0% | -237.1% | -66.2% |
| All | +404.2% | +448.7% | -44.5% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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