+95.0%
DOCN vs MSTZ
-99.3%
+194.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.1% | +2.5% |
| 7D | -12.1% | +21.1% | -33.3% | -9.6% |
| 30D | -41.0% | +40.1% | -81.1% | -37.3% |
| 3M | -38.7% | -66.1% | +27.4% | -41.9% |
| 6M | -51.5% | -20.7% | -30.8% | -47.6% |
| YTD | +65.3% | -78.6% | +143.9% | +66.4% |
| 1Y | +53.9% | -55.5% | +109.4% | +70.5% |
| All | +95.0% | -99.3% | +194.3% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling