+49.5%
MSTR vs DXCM
-48.4%
+97.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -14.2% | -9.2% | -5.0% | -10.1% |
| 30D | -19.9% | -6.5% | -13.4% | -17.6% |
| 3M | +27.3% | -10.3% | +37.6% | +33.4% |
| 6M | -37.6% | +35.4% | -73.0% | -48.0% |
| YTD | -19.5% | +21.1% | -40.5% | -29.0% |
| 1Y | -47.1% | +38.2% | -85.3% | -56.3% |
| 3Y | +140.3% | -14.6% | +154.9% | +105.8% |
| 5Y | +49.5% | -49.6% | +99.1% | +51.8% |
| All | +49.5% | -48.4% | +97.9% | +51.8% |
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