+556.3%
MA vs DOC
+14.9%
+541.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | +3.2% | +6.2% | -3.0% | +1.0% |
| 30D | +15.9% | +6.5% | +9.5% | +13.3% |
| 3M | +15.2% | -6.2% | +21.4% | +17.6% |
| 6M | +32.4% | +25.6% | +6.8% | +20.3% |
| YTD | +15.6% | +32.1% | -16.4% | +2.4% |
| 1Y | +19.3% | +20.3% | -1.0% | +9.5% |
| 3Y | +73.0% | +42.7% | +30.2% | +44.1% |
| 5Y | +93.7% | -22.2% | +115.9% | +107.5% |
| All | +556.3% | +14.9% | +541.4% | +503.4% |
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