+127.7%
MS vs DOC
-22.8%
+150.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.1% |
| 7D | +2.6% | +8.7% | -6.1% | -0.4% |
| 30D | +2.6% | +7.6% | -5.0% | -0.2% |
| 3M | -10.1% | -5.3% | -4.8% | -8.5% |
| 6M | +4.4% | +27.6% | -23.2% | -6.4% |
| YTD | +11.7% | +32.4% | -20.7% | -2.0% |
| 1Y | +20.9% | +22.9% | -1.9% | +9.3% |
| 3Y | +177.1% | +43.1% | +134.1% | +127.8% |
| 5Y | +127.7% | -21.4% | +149.1% | +144.8% |
| All | +127.7% | -22.8% | +150.5% | +144.8% |
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 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