+361.0%
MKSI vs DOC
+20.3%
+340.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +4.0% | +4.3% | -0.3% | +1.9% |
| 30D | -19.3% | +9.2% | -28.4% | -23.2% |
| 3M | -26.9% | -0.8% | -26.1% | -27.2% |
| 6M | -31.7% | +7.1% | -38.8% | -35.1% |
| YTD | +33.9% | +34.0% | 0.0% | +11.6% |
| 1Y | +34.9% | +23.2% | +11.7% | +17.3% |
| 3Y | +207.2% | +53.6% | +153.6% | +135.9% |
| 5Y | +41.1% | -20.4% | +61.6% | +50.9% |
| 10Y | +361.0% | +23.4% | +337.6% | +296.9% |
| All | +361.0% | +20.3% | +340.7% | +296.9% |
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