+0.7%
DOCS vs MSFU
+97.0%
-96.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.4% | +3.1% | -2.0% |
| 7D | -1.3% | +1.0% | -2.4% | -1.9% |
| 30D | +19.4% | +0.6% | +18.8% | +18.8% |
| 3M | +53.4% | +16.4% | +37.0% | +45.5% |
| 6M | +28.8% | +53.0% | -24.2% | +9.4% |
| YTD | -25.1% | +3.5% | -28.6% | -28.8% |
| 1Y | -48.1% | -7.8% | -40.3% | -48.9% |
| 3Y | +51.4% | +35.6% | +15.8% | +17.0% |
| All | +0.7% | +97.0% | -96.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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