-35.6%
DOCN vs MSI
+118.7%
-154.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -19.2% | +4.7% | -23.8% | -21.8% |
| 30D | -43.1% | +14.8% | -57.8% | -48.3% |
| 3M | -40.7% | +8.8% | -49.5% | -44.6% |
| 6M | -55.0% | +19.3% | -74.3% | -61.7% |
| YTD | +50.6% | +35.3% | +15.3% | +14.7% |
| 1Y | +54.0% | +33.8% | +20.2% | +18.4% |
| 3Y | +203.9% | +74.4% | +129.5% | +54.5% |
| All | -35.6% | +118.7% | -154.3% | -77.1% |
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