+20.5%
DOCU vs MSTZ
-54.5%
+75.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +1.0% |
| 7D | +4.1% | +30.8% | -26.7% | +5.5% |
| 30D | +7.4% | +41.2% | -33.8% | +9.8% |
| 3M | +26.0% | -60.9% | +86.9% | +22.9% |
| 6M | +79.2% | -15.7% | +94.9% | +84.9% |
| YTD | +18.1% | -75.2% | +93.3% | +15.8% |
| 1Y | +20.5% | -59.8% | +80.3% | +27.9% |
| All | +20.5% | -54.5% | +75.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling