-28.8%
MKSI vs DOC
+4.7%
-33.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.4% |
| 7D | +25.3% | 0.0% | +25.3% | +25.2% |
| 30D | -10.5% | +6.6% | -17.1% | -7.5% |
| 3M | -27.7% | -1.1% | -26.6% | -26.4% |
| 6M | -28.8% | +4.8% | -33.7% | -30.8% |
| All | -28.8% | +4.7% | -33.5% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling