+87.7%
MA vs DOCN
+74.7%
+13.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.7% |
| 7D | +2.3% | -19.2% | +21.5% | +3.8% |
| 30D | +14.7% | -43.1% | +57.7% | +19.2% |
| 3M | +13.5% | -40.7% | +54.2% | +17.0% |
| 6M | +33.1% | -55.0% | +88.1% | +39.3% |
| YTD | +15.1% | +50.6% | -35.6% | +3.5% |
| 1Y | +18.7% | +54.0% | -35.2% | +6.4% |
| 3Y | +72.1% | +203.9% | -131.8% | +36.0% |
| 5Y | +92.8% | -29.4% | +122.2% | +66.0% |
| All | +87.7% | +74.7% | +13.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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