-38.8%
DOCS vs MSI
+160.9%
-199.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.6% | +7.4% | -8.0% | -3.2% |
| 30D | +6.3% | +18.7% | -12.4% | -0.4% |
| 3M | +26.5% | +14.5% | +12.0% | +20.0% |
| 6M | +24.8% | +38.1% | -13.3% | +8.8% |
| YTD | -26.8% | +38.7% | -65.5% | -37.7% |
| 1Y | -38.3% | +35.4% | -73.7% | -46.9% |
| 3Y | +36.0% | +75.1% | -39.0% | +4.1% |
| 5Y | -55.0% | +126.4% | -181.4% | -72.3% |
| All | -38.8% | +160.9% | -199.7% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling