-61.5%
DOCS vs MSI
-0.7%
-60.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.9% |
| 7D | -1.4% | -3.7% | +2.3% | -2.1% |
| 30D | +21.8% | +6.8% | +15.0% | +22.9% |
| 3M | +27.3% | +14.3% | +13.0% | +29.2% |
| 6M | -0.3% | -1.6% | +1.2% | -2.7% |
| YTD | -40.5% | +22.8% | -63.3% | -37.6% |
| 1Y | -61.5% | -1.1% | -60.4% | -60.8% |
| All | -61.5% | -0.7% | -60.8% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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