-0.3%
DOCS vs MAS
+7.5%
-7.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.2% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | +21.8% | -5.6% | +27.4% | +23.4% |
| 3M | +27.3% | +4.4% | +22.8% | +27.6% |
| 6M | -0.3% | +7.2% | -7.5% | +1.2% |
| All | -0.3% | +7.5% | -7.9% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling