+145.1%
MS vs DOC
-24.5%
+169.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -0.3% | -4.8% | +4.5% | +1.5% |
| 3M | +0.3% | +6.9% | -6.6% | -2.7% |
| 6M | +31.3% | +20.7% | +10.6% | +20.6% |
| YTD | +24.7% | +34.1% | -9.5% | +9.0% |
| 1Y | +47.9% | +22.6% | +25.3% | +34.0% |
| 3Y | +178.3% | +20.8% | +157.5% | +149.9% |
| All | +145.1% | -24.5% | +169.6% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling