-52.3%
DOCS vs MAS
+48.4%
-100.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.6% | +0.7% | +3.3% |
| 7D | +1.2% | +14.2% | -12.9% | -5.8% |
| 30D | +21.3% | +26.8% | -5.5% | +6.6% |
| 3M | +58.4% | +13.1% | +45.3% | +48.4% |
| 6M | +39.3% | +27.9% | +11.4% | +20.1% |
| YTD | -21.7% | +38.7% | -60.4% | -37.9% |
| 1Y | -47.3% | +40.4% | -87.7% | -58.6% |
| 3Y | +58.2% | +66.1% | -7.9% | +1.1% |
| 5Y | -52.3% | +47.4% | -99.7% | -66.7% |
| All | -52.3% | +48.4% | -100.7% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling