+8.9%
DOCS vs MSI
+70.3%
-61.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.5% |
| 30D | +21.8% | +6.8% | +15.0% | +19.0% |
| 3M | +27.3% | +14.3% | +13.0% | +21.7% |
| 6M | -0.3% | -1.6% | +1.2% | +0.1% |
| YTD | -40.5% | +22.8% | -63.3% | -46.1% |
| 1Y | -61.5% | -1.1% | -60.4% | -61.0% |
| All | +8.9% | +70.3% | -61.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling