+354.2%
MKSI vs DOC
+21.1%
+333.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.3% | +9.2% |
| 7D | +7.7% | +5.9% | +1.8% | +4.7% |
| 30D | -20.0% | +10.3% | -30.3% | -24.2% |
| 3M | -30.6% | -2.2% | -28.4% | -30.3% |
| 6M | -32.3% | +8.2% | -40.5% | -36.0% |
| YTD | +32.8% | +35.4% | -2.6% | +10.1% |
| 1Y | +37.3% | +23.6% | +13.6% | +19.2% |
| 3Y | +219.2% | +57.3% | +162.0% | +142.4% |
| 5Y | +36.1% | -19.6% | +55.7% | +44.8% |
| 10Y | +354.2% | +20.8% | +333.4% | +300.6% |
| All | +354.2% | +21.1% | +333.1% | +300.6% |
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