+592.2%
MA vs DOC
+19.9%
+572.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.8% |
| 7D | +10.2% | +8.7% | +1.5% | +7.0% |
| 30D | +19.3% | +7.6% | +11.7% | +16.1% |
| 3M | +18.0% | -5.3% | +23.2% | +20.1% |
| 6M | +33.7% | +27.6% | +6.1% | +20.7% |
| YTD | +18.6% | +32.4% | -13.8% | +4.9% |
| 1Y | +22.5% | +22.9% | -0.4% | +11.4% |
| 3Y | +77.4% | +43.1% | +34.3% | +47.6% |
| 5Y | +106.6% | -21.4% | +128.0% | +120.5% |
| 10Y | +592.2% | +16.8% | +575.4% | +534.7% |
| All | +592.2% | +19.9% | +572.3% | +534.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling