+54.3%
DOCN vs MAS
+37.4%
+16.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.4% | -12.4% | -16.0% |
| 7D | -29.3% | +4.6% | -33.8% | -28.9% |
| 30D | -46.0% | +19.9% | -65.9% | -45.6% |
| 3M | -43.2% | +8.9% | -52.1% | -42.4% |
| 6M | -53.7% | +20.2% | -73.9% | -53.9% |
| YTD | +46.9% | +33.9% | +13.0% | +44.3% |
| 1Y | +54.3% | +34.7% | +19.7% | +50.5% |
| All | +54.3% | +37.4% | +16.9% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling