-50.3%
DOCS vs MTSI
+342.8%
-393.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.2% | -3.9% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | +21.8% | +2.1% | +19.7% | +19.2% |
| 3M | +27.3% | -29.7% | +57.0% | +38.9% |
| 6M | -0.3% | +12.5% | -12.9% | -14.2% |
| YTD | -40.5% | +57.0% | -97.5% | -57.5% |
| 1Y | -61.5% | +103.9% | -165.5% | -76.6% |
| 3Y | +8.2% | +223.6% | -215.4% | -56.3% |
| 5Y | -73.4% | +321.6% | -395.0% | -91.5% |
| All | -50.3% | +342.8% | -393.1% | -84.8% |
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