+66.4%
DOCN vs MAS
+62.4%
+3.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.4% | -12.4% | -13.7% |
| 7D | -29.3% | +4.6% | -33.8% | -31.4% |
| 30D | -46.0% | +19.9% | -65.9% | -52.7% |
| 3M | -43.2% | +8.9% | -52.1% | -47.5% |
| 6M | -53.7% | +20.2% | -73.9% | -61.4% |
| YTD | +46.9% | +33.9% | +13.0% | +8.9% |
| 1Y | +54.3% | +34.7% | +19.7% | +13.0% |
| 3Y | +185.5% | +60.4% | +125.2% | +72.7% |
| 5Y | -31.1% | +43.5% | -74.6% | -55.1% |
| All | +66.4% | +62.4% | +3.9% | +1.6% |
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