-20.0%
DOCS vs MSFU
+76.3%
-96.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.5% |
| 7D | -1.4% | -5.7% | +4.3% | +0.3% |
| 30D | +21.8% | +4.2% | +17.6% | +20.1% |
| 3M | +27.3% | +27.9% | -0.6% | +15.5% |
| 6M | -0.3% | +37.1% | -37.5% | -12.6% |
| YTD | -40.5% | -7.4% | -33.1% | -41.3% |
| 1Y | -61.5% | -19.6% | -41.9% | -60.4% |
| 3Y | +8.2% | +33.2% | -25.0% | -17.5% |
| All | -20.0% | +76.3% | -96.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling