+20.8%
DOCU vs MSTZ
-99.3%
+120.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.9% |
| 7D | +6.9% | -29.7% | +36.6% | +5.0% |
| 30D | +19.0% | -65.3% | +84.3% | +12.4% |
| 3M | +34.3% | -57.3% | +91.6% | +30.9% |
| 6M | +48.0% | -61.6% | +109.6% | +45.1% |
| YTD | 0.0% | -78.3% | +78.3% | -2.7% |
| 1Y | -10.3% | -30.2% | +20.0% | -2.0% |
| All | +20.8% | -99.3% | +120.0% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling