+1,754.7%
MKSI vs DOC
+739.4%
+1,015.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +4.0% | +4.3% | -0.3% | +2.1% |
| 30D | -19.3% | +9.2% | -28.4% | -22.8% |
| 3M | -26.9% | -0.8% | -26.1% | -27.2% |
| 6M | -31.7% | +7.1% | -38.8% | -34.7% |
| YTD | +33.9% | +34.0% | 0.0% | +14.6% |
| 1Y | +34.9% | +23.2% | +11.7% | +19.7% |
| 3Y | +207.2% | +53.6% | +153.6% | +146.2% |
| 5Y | +41.1% | -20.4% | +61.6% | +50.9% |
| 10Y | +361.0% | +23.4% | +337.6% | +288.3% |
| All | +1,754.7% | +739.4% | +1,015.3% | +420.8% |
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 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