-47.3%
DOCS vs MSI
+28.6%
-75.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.5% |
| 7D | +1.2% | +2.8% | -1.6% | +1.6% |
| 30D | +21.3% | +9.1% | +12.2% | +22.8% |
| 3M | +58.4% | +12.5% | +45.9% | +60.8% |
| 6M | +39.3% | +14.2% | +25.1% | +40.6% |
| YTD | -21.7% | +30.7% | -52.4% | -16.9% |
| 1Y | -47.3% | +27.5% | -74.9% | -43.7% |
| All | -47.3% | +28.6% | -75.9% | -43.7% |
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