+189.2%
MKSI vs DOC
+44.2%
+145.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.5% |
| 7D | -4.8% | +6.5% | -11.3% | -7.3% |
| 30D | -29.6% | +9.2% | -38.8% | -32.4% |
| 3M | -33.9% | -2.5% | -31.4% | -33.4% |
| 6M | -34.4% | +7.1% | -41.5% | -37.5% |
| YTD | +20.6% | +33.0% | -12.4% | +0.7% |
| 1Y | +24.4% | +23.3% | +1.1% | +8.6% |
| 3Y | +189.2% | +44.9% | +144.3% | +121.4% |
| All | +189.2% | +44.2% | +145.1% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling