+97.7%
DOCN vs MAS
+68.2%
+29.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.6% | -12.8% | -10.7% |
| 7D | -20.0% | +14.2% | -34.2% | -27.2% |
| 30D | -38.8% | +26.8% | -65.6% | -48.5% |
| 3M | -34.8% | +13.1% | -47.9% | -41.4% |
| 6M | -22.8% | +27.9% | -50.7% | -38.1% |
| YTD | +74.6% | +38.7% | +35.9% | +26.1% |
| 1Y | +116.4% | +40.4% | +76.1% | +53.6% |
| 3Y | +239.3% | +66.1% | +173.2% | +100.0% |
| 5Y | -20.2% | +47.4% | -67.6% | -49.3% |
| All | +97.7% | +68.2% | +29.5% | +17.6% |
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