-50.3%
DOCS vs MAS
+38.2%
-88.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.8% |
| 7D | -1.4% | -0.8% | -0.7% | -1.1% |
| 30D | +21.8% | -5.6% | +27.4% | +26.2% |
| 3M | +27.3% | +4.4% | +22.8% | +23.1% |
| 6M | -0.3% | +7.2% | -7.5% | -6.5% |
| YTD | -40.5% | +16.1% | -56.6% | -48.1% |
| 1Y | -61.5% | +0.1% | -61.6% | -63.1% |
| 3Y | +8.2% | +28.3% | -20.1% | -19.1% |
| 5Y | -73.4% | +30.5% | -103.9% | -80.7% |
| All | -50.3% | +38.2% | -88.5% | -69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling