+120.7%
MKSI vs DOCU
+112.5%
+8.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +12.2% | +4.1% | +8.1% | +11.0% |
| 30D | -8.0% | +7.4% | -15.4% | -10.0% |
| 3M | -29.5% | +26.0% | -55.5% | -34.7% |
| 6M | -31.9% | +79.2% | -111.1% | -44.6% |
| YTD | +35.3% | +18.1% | +17.2% | +22.9% |
| 1Y | +50.3% | +20.5% | +29.7% | +35.1% |
| 3Y | +216.4% | +96.4% | +120.0% | +134.7% |
| 5Y | +34.4% | -69.5% | +103.9% | +49.9% |
| All | +120.7% | +112.5% | +8.2% | +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