+77.7%
DOCN vs MSTZ
-99.4%
+177.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.6% |
| 7D | -19.2% | -1.2% | -17.9% | -18.8% |
| 30D | -43.1% | +22.2% | -65.2% | -40.4% |
| 3M | -40.7% | -70.4% | +29.7% | -44.6% |
| 6M | -55.0% | -31.0% | -24.0% | -52.0% |
| YTD | +50.6% | -81.0% | +131.7% | +49.5% |
| 1Y | +54.0% | -61.2% | +115.1% | +67.9% |
| All | +77.7% | -99.4% | +177.1% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling