+393.1%
DXCM vs MTSI
+539.0%
-145.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -1.5% |
| 7D | -9.2% | +7.2% | -16.4% | -11.0% |
| 30D | -6.5% | -18.4% | +12.0% | -3.8% |
| 3M | -10.3% | -16.7% | +6.4% | -9.3% |
| 6M | +35.4% | -31.7% | +67.1% | +39.9% |
| YTD | +21.1% | +45.9% | -24.8% | +2.9% |
| 1Y | +38.2% | +47.0% | -8.8% | +17.2% |
| 3Y | -14.6% | +224.1% | -238.6% | -42.6% |
| 5Y | -49.6% | +238.5% | -288.1% | -67.1% |
| 10Y | +393.1% | +512.7% | -119.6% | +141.4% |
| All | +393.1% | +539.0% | -145.9% | +141.4% |
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