-38.7%
DOCS vs MKSI
+15.9%
-54.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.8% | -4.7% |
| 7D | -0.8% | -4.8% | +4.1% | +0.3% |
| 30D | +17.4% | -29.6% | +47.0% | +29.6% |
| 3M | +57.4% | -33.9% | +91.3% | +75.8% |
| 6M | +26.5% | -34.4% | +61.0% | +34.3% |
| YTD | -26.6% | +20.6% | -47.2% | -41.7% |
| 1Y | -48.1% | +24.4% | -72.4% | -59.5% |
| 3Y | +52.6% | +189.2% | -136.6% | -36.1% |
| 5Y | -52.1% | +24.5% | -76.6% | -65.9% |
| All | -38.7% | +15.9% | -54.6% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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