+161.3%
MAS vs DOCU
+111.8%
+49.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.5% | +5.6% |
| 7D | +14.2% | -3.7% | +17.9% | +14.8% |
| 30D | +26.8% | +15.0% | +11.9% | +24.2% |
| 3M | +13.1% | +39.9% | -26.8% | +7.3% |
| 6M | +27.9% | +66.2% | -38.2% | +17.5% |
| YTD | +38.7% | +17.7% | +21.0% | +33.3% |
| 1Y | +40.4% | +13.7% | +26.7% | +35.5% |
| 3Y | +66.1% | +95.9% | -29.8% | +42.9% |
| 5Y | +47.4% | -71.7% | +119.1% | +51.6% |
| All | +161.3% | +111.8% | +49.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 all: compounded portfolio wealth divided by compounded DOCU 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…
all analysis · Full analysis span regression · 6 months rolling