-50.3%
DOCS vs MSI
+131.0%
-181.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -1.4% | -3.7% | +2.3% | -0.1% |
| 30D | +21.8% | +6.8% | +15.0% | +18.0% |
| 3M | +27.3% | +14.3% | +13.0% | +19.8% |
| 6M | -0.3% | -1.6% | +1.2% | -0.5% |
| YTD | -40.5% | +22.8% | -63.3% | -46.9% |
| 1Y | -61.5% | -1.1% | -60.4% | -61.8% |
| 3Y | +8.2% | +70.5% | -62.3% | -17.5% |
| 5Y | -73.4% | +102.8% | -176.2% | -83.6% |
| All | -50.3% | +131.0% | -181.2% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling