+73.1%
MA vs DOC
-24.5%
+97.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +1.5% | -4.8% | +6.3% | +2.8% |
| 3M | +20.4% | +6.9% | +13.5% | +18.1% |
| 6M | +11.1% | +20.7% | -9.6% | +4.9% |
| YTD | +2.0% | +34.1% | -32.2% | -7.3% |
| 1Y | -2.2% | +22.6% | -24.8% | -8.6% |
| 3Y | +41.9% | +20.8% | +21.1% | +32.8% |
| All | +73.1% | -24.5% | +97.6% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling