+1,824.5%
MKSI vs DOC
+727.5%
+1,097.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | +25.3% | 0.0% | +25.3% | +25.4% |
| 30D | -10.5% | +6.6% | -17.1% | -13.5% |
| 3M | -27.7% | -1.1% | -26.6% | -27.9% |
| 6M | -28.8% | +4.8% | -33.7% | -31.3% |
| YTD | +39.0% | +32.1% | +6.9% | +19.7% |
| 1Y | +45.2% | +21.9% | +23.4% | +29.5% |
| 3Y | +218.8% | +51.4% | +167.4% | +157.1% |
| 5Y | +38.1% | -21.2% | +59.3% | +48.2% |
| 10Y | +360.8% | +20.9% | +339.9% | +291.6% |
| All | +1,824.5% | +727.5% | +1,097.0% | +443.8% |
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