-34.6%
DOCS vs MTSI
+283.8%
-318.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.6% |
| 7D | +1.2% | -10.7% | +11.9% | +4.3% |
| 30D | +21.3% | -29.0% | +50.3% | +32.2% |
| 3M | +58.4% | -14.7% | +73.1% | +59.2% |
| 6M | +39.3% | -20.1% | +59.4% | +34.9% |
| YTD | -21.7% | +36.1% | -57.8% | -43.3% |
| 1Y | -47.3% | +61.7% | -109.1% | -65.7% |
| 3Y | +58.2% | +210.7% | -152.5% | -39.6% |
| 5Y | -52.3% | +212.8% | -265.1% | -82.8% |
| All | -34.6% | +283.8% | -318.4% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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