+73.4%
DOCN vs MSTZ
-99.4%
+172.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +17.7% | -33.6% | -13.7% |
| 7D | -29.3% | +13.4% | -42.6% | -27.6% |
| 30D | -46.0% | +37.5% | -83.6% | -42.8% |
| 3M | -43.2% | -69.9% | +26.7% | -46.9% |
| 6M | -53.7% | -32.0% | -21.8% | -50.8% |
| YTD | +46.9% | -81.2% | +128.1% | +45.7% |
| 1Y | +54.3% | -56.1% | +110.4% | +70.7% |
| All | +73.4% | -99.4% | +172.7% | +56.9% |
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