-10.9%
DXCM vs MTSI
+153.8%
-164.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -18.4% | +13.8% | -2.3% |
| 7D | +5.7% | -24.6% | +30.3% | +9.0% |
| 30D | +1.3% | -45.7% | +47.0% | +8.5% |
| 3M | +2.2% | -27.7% | +29.9% | +4.0% |
| 6M | +42.0% | -37.3% | +79.3% | +44.0% |
| YTD | +27.3% | +11.1% | +16.1% | +10.7% |
| 1Y | +42.5% | +27.2% | +15.3% | +19.0% |
| All | -10.9% | +153.8% | -164.7% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling