-38.3%
DOCS vs MKSI
+35.2%
-73.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.3% |
| 7D | -0.6% | +4.0% | -4.6% | -0.3% |
| 30D | +6.3% | -19.3% | +25.6% | +4.7% |
| 3M | +26.5% | -26.9% | +53.4% | +24.0% |
| 6M | +24.8% | -31.7% | +56.5% | +20.5% |
| YTD | -26.8% | +33.9% | -60.7% | -35.5% |
| 1Y | -38.3% | +34.9% | -73.2% | -46.1% |
| All | -38.3% | +35.2% | -73.5% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling