-2.2%
MA vs DOC
+23.9%
-26.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | +1.5% | -4.8% | +6.3% | +1.7% |
| 3M | +20.4% | +6.9% | +13.5% | +20.4% |
| 6M | +11.1% | +20.7% | -9.6% | +11.6% |
| YTD | +2.0% | +34.1% | -32.2% | +1.6% |
| 1Y | -2.2% | +22.6% | -24.8% | +0.8% |
| All | -2.2% | +23.9% | -26.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling