-38.0%
DOCS vs MKSI
+27.6%
-65.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | -1.9% |
| 7D | 0.0% | +7.7% | -7.7% | -2.8% |
| 30D | +7.8% | -20.0% | +27.8% | +14.4% |
| 3M | +20.0% | -30.6% | +50.5% | +31.5% |
| 6M | +26.5% | -32.3% | +58.9% | +33.5% |
| YTD | -25.8% | +32.8% | -58.5% | -42.8% |
| 1Y | -39.5% | +37.3% | -76.7% | -54.3% |
| 3Y | +60.3% | +219.2% | -158.9% | -35.0% |
| 5Y | -57.0% | +36.1% | -93.2% | -70.2% |
| All | -38.0% | +27.6% | -65.6% | -56.6% |
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