+164.6%
DOCN vs MAS
+40.9%
+123.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +1.6% |
| 7D | +1.1% | -0.8% | +1.9% | +1.6% |
| 30D | -9.6% | -5.6% | -4.1% | -6.6% |
| 3M | -37.7% | +4.4% | -42.1% | -41.7% |
| 6M | +115.2% | +7.2% | +108.0% | +93.5% |
| YTD | +133.7% | +16.1% | +117.6% | +93.6% |
| 1Y | +250.2% | +0.1% | +250.1% | +226.1% |
| 3Y | +320.3% | +28.3% | +292.0% | +205.6% |
| 5Y | +53.1% | +30.5% | +22.6% | +9.6% |
| All | +164.6% | +40.9% | +123.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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