+118.5%
MKSI vs DOCU
+104.4%
+14.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +4.0% | -3.4% | +7.4% | +5.0% |
| 30D | -19.3% | +9.3% | -28.6% | -21.5% |
| 3M | -26.9% | +30.2% | -57.1% | -33.1% |
| 6M | -31.7% | +62.1% | -93.9% | -42.8% |
| YTD | +33.9% | +13.5% | +20.4% | +22.9% |
| 1Y | +34.9% | +11.5% | +23.4% | +24.2% |
| 3Y | +207.2% | +89.5% | +117.7% | +130.0% |
| 5Y | +41.1% | -69.6% | +110.8% | +57.3% |
| All | +118.5% | +104.4% | +14.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling