-54.2%
DOCS vs MSI
+118.7%
-173.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -0.8% | +4.7% | -5.4% | -2.6% |
| 30D | +17.4% | +14.8% | +2.6% | +11.0% |
| 3M | +57.4% | +8.8% | +48.5% | +51.7% |
| 6M | +26.5% | +19.3% | +7.2% | +16.2% |
| YTD | -26.6% | +35.3% | -61.9% | -37.5% |
| 1Y | -48.1% | +33.8% | -81.8% | -55.6% |
| 3Y | +52.6% | +74.4% | -21.8% | +13.8% |
| All | -54.2% | +118.7% | -173.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling