+73.1%
MA vs DOCS
-73.4%
+146.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | +1.5% | +21.8% | -20.3% | -0.9% |
| 3M | +20.4% | +27.3% | -6.9% | +17.0% |
| 6M | +11.1% | -0.3% | +11.5% | +10.0% |
| YTD | +2.0% | -40.5% | +42.4% | +5.7% |
| 1Y | -2.2% | -61.5% | +59.4% | +5.4% |
| 3Y | +41.9% | +8.2% | +33.7% | +34.2% |
| All | +73.1% | -73.4% | +146.5% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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