+238.3%
MAS vs DOC
+19.9%
+218.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.4% |
| 7D | +14.2% | +8.7% | +5.4% | +10.4% |
| 30D | +26.8% | +7.6% | +19.2% | +23.1% |
| 3M | +13.1% | -5.3% | +18.4% | +15.6% |
| 6M | +27.9% | +27.6% | +0.3% | +14.9% |
| YTD | +38.7% | +32.4% | +6.3% | +21.9% |
| 1Y | +40.4% | +22.9% | +17.5% | +27.3% |
| 3Y | +66.1% | +43.1% | +23.0% | +40.3% |
| 5Y | +47.4% | -21.4% | +68.8% | +56.2% |
| 10Y | +238.3% | +16.8% | +221.5% | +200.2% |
| All | +238.3% | +19.9% | +218.5% | +200.2% |
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