+40.4%
MSTR vs DXCM
-48.7%
+89.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.6% |
| 7D | -13.4% | +4.9% | -18.4% | -15.5% |
| 30D | -22.1% | -0.2% | -21.9% | -22.4% |
| 3M | +15.0% | -8.9% | +23.9% | +19.5% |
| 6M | -37.3% | +42.3% | -79.6% | -49.1% |
| YTD | -26.5% | +25.6% | -52.1% | -36.4% |
| 1Y | -46.5% | +39.5% | -86.0% | -56.0% |
| 3Y | +121.1% | -15.3% | +136.4% | +92.8% |
| All | +40.4% | -48.7% | +89.1% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling