-31.1%
DOCN vs MTSI
+153.3%
-184.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -18.4% | +2.5% | -3.3% |
| 7D | -29.3% | -24.6% | -4.7% | -14.2% |
| 30D | -46.0% | -45.7% | -0.3% | -18.3% |
| 3M | -43.2% | -27.7% | -15.4% | -31.4% |
| 6M | -53.7% | -37.3% | -16.4% | -40.7% |
| YTD | +46.9% | +11.1% | +35.8% | +19.8% |
| 1Y | +54.3% | +27.2% | +27.2% | +12.1% |
| 3Y | +185.5% | +153.7% | +31.9% | 0.0% |
| 5Y | -31.1% | +159.0% | -190.1% | -76.7% |
| All | -31.1% | +153.3% | -184.4% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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