-47.3%
DOCS vs MAS
+40.8%
-88.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.6% | +0.7% | +5.2% |
| 7D | +1.2% | +14.2% | -12.9% | -1.2% |
| 30D | +21.3% | +26.8% | -5.5% | +16.2% |
| 3M | +58.4% | +13.1% | +45.3% | +54.4% |
| 6M | +39.3% | +27.9% | +11.4% | +35.3% |
| YTD | -21.7% | +38.7% | -60.4% | -27.8% |
| 1Y | -47.3% | +40.4% | -87.7% | -51.7% |
| All | -47.3% | +40.8% | -88.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling