+2,218.0%
MSTR vs DXCM
+2,696.7%
-478.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.7% | -8.3% |
| 7D | -8.7% | +5.7% | -14.4% | -9.8% |
| 30D | -21.4% | +1.3% | -22.7% | -21.7% |
| 3M | +31.4% | +2.2% | +29.3% | +30.6% |
| 6M | -30.8% | +42.0% | -72.8% | -36.7% |
| YTD | -14.9% | +27.3% | -42.2% | -20.0% |
| 1Y | -49.3% | +42.5% | -91.8% | -53.5% |
| 3Y | +184.8% | -13.3% | +198.2% | +176.9% |
| 5Y | +62.1% | -46.8% | +109.0% | +73.4% |
| 10Y | +580.0% | +445.8% | +134.2% | +365.8% |
| All | +2,218.0% | +2,696.7% | -478.7% | +931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling