+164.6%
DOCN vs MSI
+171.9%
-7.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | +1.1% | -3.7% | +4.8% | +3.5% |
| 30D | -9.6% | +6.8% | -16.5% | -14.3% |
| 3M | -37.7% | +14.3% | -52.0% | -44.1% |
| 6M | +115.2% | -1.6% | +116.8% | +113.4% |
| YTD | +133.7% | +22.8% | +110.9% | +93.5% |
| 1Y | +250.2% | -1.1% | +251.3% | +242.5% |
| 3Y | +320.3% | +70.5% | +249.8% | +124.2% |
| 5Y | +53.1% | +102.8% | -49.7% | -35.9% |
| All | +164.6% | +171.9% | -7.3% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling