+8.9%
DOCS vs MTSI
+224.7%
-215.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.2% | -3.2% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | +21.8% | +2.1% | +19.7% | +20.8% |
| 3M | +27.3% | -29.7% | +57.0% | +32.9% |
| 6M | -0.3% | +12.5% | -12.9% | -8.6% |
| YTD | -40.5% | +57.0% | -97.5% | -51.4% |
| 1Y | -61.5% | +103.9% | -165.5% | -71.8% |
| All | +8.9% | +224.7% | -215.8% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling