+8.9%
DOCS vs MAS
+29.0%
-20.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.3% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | +21.8% | -5.6% | +27.4% | +24.3% |
| 3M | +27.3% | +4.4% | +22.8% | +25.3% |
| 6M | -0.3% | +7.2% | -7.5% | -3.3% |
| YTD | -40.5% | +16.1% | -56.6% | -44.9% |
| 1Y | -61.5% | +0.1% | -61.6% | -62.1% |
| All | +8.9% | +29.0% | -20.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling