+42.7%
MKSI vs DOC
+21.8%
+20.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -4.9% |
| 7D | -10.7% | +8.7% | -19.4% | -10.6% |
| 30D | -30.5% | +7.6% | -38.1% | -30.4% |
| 3M | -39.2% | -5.3% | -33.9% | -38.4% |
| 6M | -33.0% | +27.6% | -60.6% | -36.0% |
| YTD | +22.3% | +32.4% | -10.1% | +18.0% |
| 1Y | +42.7% | +22.9% | +19.8% | +35.7% |
| All | +42.7% | +21.8% | +20.9% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling