+2,999.4%
DXCM vs MTSI
+896.6%
+2,102.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -18.4% | +13.8% | -0.8% |
| 7D | +5.7% | -24.6% | +30.3% | +11.3% |
| 30D | +1.3% | -45.7% | +47.0% | +13.4% |
| 3M | +2.2% | -27.7% | +29.9% | +6.2% |
| 6M | +42.0% | -37.3% | +79.3% | +48.7% |
| YTD | +27.3% | +11.1% | +16.1% | +15.6% |
| 1Y | +42.5% | +27.2% | +15.3% | +24.8% |
| 3Y | -13.3% | +153.7% | -167.0% | -37.4% |
| 5Y | -46.8% | +159.0% | -205.8% | -62.3% |
| 10Y | +445.8% | +405.6% | +40.2% | +196.2% |
| All | +2,999.4% | +896.6% | +2,102.9% | +1,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling