+39.3%
DOCU vs MSTZ
-99.4%
+138.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +17.7% | -19.7% | -0.8% |
| 7D | -3.2% | +13.4% | -16.6% | -2.2% |
| 30D | +15.7% | +37.5% | -21.8% | +19.0% |
| 3M | +37.3% | -69.9% | +107.2% | +30.3% |
| 6M | +63.1% | -32.0% | +95.1% | +67.9% |
| YTD | +15.4% | -81.2% | +96.6% | +12.8% |
| 1Y | +11.3% | -56.1% | +67.4% | +17.8% |
| All | +39.3% | -99.4% | +138.7% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling