+43.6%
MKSI vs DOC
-20.4%
+63.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +15.9% | +1.0% | +14.9% | +15.4% |
| 30D | -9.6% | +8.1% | -17.7% | -13.8% |
| 3M | -23.2% | +0.9% | -24.1% | -24.1% |
| 6M | -29.2% | +6.3% | -35.5% | -33.0% |
| YTD | +41.8% | +33.8% | +8.0% | +14.0% |
| 1Y | +48.7% | +21.6% | +27.0% | +27.3% |
| 3Y | +225.3% | +53.4% | +171.9% | +129.4% |
| 5Y | +43.6% | -21.0% | +64.6% | +71.2% |
| All | +43.6% | -20.4% | +63.9% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling