+96.8%
MKSI vs DOCU
+104.2%
-7.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.2% |
| 7D | -4.8% | -5.5% | +0.7% | -3.4% |
| 30D | -29.6% | +12.6% | -42.3% | -32.2% |
| 3M | -33.9% | +36.4% | -70.3% | -40.4% |
| 6M | -34.4% | +66.8% | -101.2% | -45.6% |
| YTD | +20.6% | +13.5% | +7.2% | +10.7% |
| 1Y | +24.4% | +11.3% | +13.1% | +14.6% |
| 3Y | +189.2% | +92.1% | +97.2% | +115.6% |
| 5Y | +24.5% | -71.0% | +95.5% | +40.7% |
| All | +96.8% | +104.2% | -7.4% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling