+390.5%
DXCM vs MTSI
+479.2%
-88.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -3.7% | -3.8% | +0.2% | -3.5% |
| 30D | -5.0% | -31.4% | +26.4% | +1.2% |
| 3M | -8.8% | -23.8% | +14.9% | -6.1% |
| 6M | +31.9% | -37.1% | +68.9% | +38.5% |
| YTD | +20.4% | +32.2% | -11.8% | +4.6% |
| 1Y | +45.7% | +26.9% | +18.8% | +27.5% |
| 3Y | -15.0% | +193.7% | -208.8% | -41.7% |
| 5Y | -48.5% | +218.0% | -266.5% | -65.9% |
| All | +390.5% | +479.2% | -88.8% | +145.2% |
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