+2,161.7%
MKSI vs DOC
+740.5%
+1,421.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | +1.8% | -1.5% | +3.3% | +2.4% |
| 30D | -16.8% | -4.8% | -12.0% | -15.0% |
| 3M | -21.1% | +6.9% | -28.0% | -24.0% |
| 6M | +10.8% | +20.7% | -9.9% | +0.3% |
| YTD | +63.3% | +34.1% | +29.2% | +40.6% |
| 1Y | +157.0% | +22.6% | +134.3% | +129.9% |
| 3Y | +163.7% | +20.8% | +142.9% | +136.0% |
| 5Y | +82.0% | -24.9% | +106.8% | +100.1% |
| 10Y | +467.2% | -1.8% | +469.0% | +427.7% |
| All | +2,161.7% | +740.5% | +1,421.2% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling