+25.7%
MKSI vs DOC
-21.4%
+47.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.4% |
| 7D | -4.8% | +6.5% | -11.3% | -8.1% |
| 30D | -29.6% | +9.2% | -38.8% | -33.4% |
| 3M | -33.9% | -2.5% | -31.4% | -33.5% |
| 6M | -34.4% | +7.1% | -41.5% | -38.3% |
| YTD | +20.6% | +33.0% | -12.4% | -2.8% |
| 1Y | +24.4% | +23.3% | +1.1% | +5.2% |
| 3Y | +189.2% | +44.9% | +144.3% | +112.0% |
| All | +25.7% | -21.4% | +47.1% | +50.3% |
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