+60.1%
DOCN vs MSI
+103.4%
-43.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | +1.1% | -3.7% | +4.8% | +3.6% |
| 30D | -9.6% | +6.8% | -16.5% | -14.6% |
| 3M | -37.7% | +14.3% | -52.0% | -44.4% |
| 6M | +115.2% | -1.6% | +116.8% | +113.2% |
| YTD | +133.7% | +22.8% | +110.9% | +91.0% |
| 1Y | +250.2% | -1.1% | +251.3% | +241.9% |
| 3Y | +320.3% | +70.5% | +249.8% | +110.1% |
| All | +60.1% | +103.4% | -43.3% | -38.6% |
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