+570.4%
MSTR vs DXCM
+410.2%
+160.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +1.6% |
| 7D | -1.2% | -3.5% | +2.3% | -0.1% |
| 30D | -15.9% | -5.8% | -10.1% | -14.5% |
| 3M | +33.1% | -4.3% | +37.5% | +34.6% |
| 6M | -31.0% | +31.6% | -62.5% | -37.9% |
| YTD | -15.1% | +19.6% | -34.8% | -21.1% |
| 1Y | -45.6% | +36.9% | -82.5% | -51.6% |
| 3Y | +180.5% | -16.3% | +196.8% | +168.3% |
| 5Y | +61.7% | -50.0% | +111.7% | +69.9% |
| All | +570.4% | +410.2% | +160.2% | +420.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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