-31.1%
DOCN vs MSI
+117.4%
-148.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +4.0% | -19.9% | -18.2% |
| 7D | -29.3% | +5.1% | -34.3% | -31.7% |
| 30D | -46.0% | +13.3% | -59.3% | -50.5% |
| 3M | -43.2% | +18.3% | -61.5% | -50.2% |
| 6M | -53.7% | +18.7% | -72.4% | -60.5% |
| YTD | +46.9% | +36.0% | +10.9% | +11.5% |
| 1Y | +54.3% | +32.6% | +21.8% | +19.6% |
| 3Y | +185.5% | +78.3% | +107.2% | +41.1% |
| 5Y | -31.1% | +121.6% | -152.7% | -75.8% |
| All | -31.1% | +117.4% | -148.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 5y: compounded portfolio wealth divided by compounded MSI 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…
5y analysis · Full analysis span regression · 6 months rolling