+60.1%
DOCN vs MTSI
+320.9%
-260.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +0.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.2% |
| 30D | -9.6% | +2.1% | -11.7% | -12.2% |
| 3M | -37.7% | -29.7% | -8.0% | -22.3% |
| 6M | +115.2% | +12.5% | +102.7% | +84.2% |
| YTD | +133.7% | +57.0% | +76.7% | +53.5% |
| 1Y | +250.2% | +103.9% | +146.2% | +85.2% |
| 3Y | +320.3% | +223.6% | +96.7% | +32.0% |
| All | +60.1% | +320.9% | -260.8% | -59.6% |
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