+6,288.2%
MS vs DOC
+1,295.4%
+4,992.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.3% |
| 7D | +1.4% | -1.5% | +2.9% | +2.2% |
| 30D | -0.3% | -4.8% | +4.5% | +2.3% |
| 3M | +0.3% | +6.9% | -6.6% | -4.1% |
| 6M | +31.3% | +20.7% | +10.6% | +15.6% |
| YTD | +24.7% | +34.1% | -9.5% | +2.9% |
| 1Y | +47.9% | +22.6% | +25.3% | +27.7% |
| 3Y | +178.3% | +20.8% | +157.5% | +135.5% |
| 5Y | +144.9% | -24.9% | +169.8% | +167.2% |
| 10Y | +804.5% | -1.8% | +806.4% | +657.9% |
| All | +6,288.2% | +1,295.4% | +4,992.8% | +1,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling