-51.1%
DOCS vs MSI
+117.4%
-168.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.3% | -5.9% |
| 7D | -1.3% | +5.1% | -6.4% | -3.3% |
| 30D | +19.4% | +13.3% | +6.1% | +13.5% |
| 3M | +53.4% | +18.3% | +35.1% | +42.3% |
| 6M | +28.8% | +18.7% | +10.1% | +18.6% |
| YTD | -25.1% | +36.0% | -61.1% | -36.4% |
| 1Y | -48.1% | +32.6% | -80.7% | -55.4% |
| 3Y | +51.4% | +78.3% | -26.9% | +11.4% |
| 5Y | -51.1% | +121.6% | -172.7% | -71.6% |
| All | -51.1% | +117.4% | -168.5% | -71.6% |
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