+58.4%
DOCS vs MTSI
-13.7%
+72.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.3% |
| 7D | +1.2% | -10.7% | +11.9% | +0.2% |
| 30D | +21.3% | -29.0% | +50.3% | +16.7% |
| 3M | +58.4% | -14.7% | +73.1% | +57.4% |
| All | +58.4% | -13.7% | +72.0% | +57.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling