+47.9%
MS vs DOCN
+254.3%
-206.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | 0.0% |
| 7D | +1.4% | +1.1% | +0.2% | +1.2% |
| 30D | -0.3% | -9.6% | +9.4% | +0.5% |
| 3M | +0.3% | -37.7% | +38.0% | +3.6% |
| 6M | +31.3% | +115.2% | -83.9% | +18.9% |
| YTD | +24.7% | +133.7% | -109.1% | +10.9% |
| 1Y | +47.9% | +250.2% | -202.2% | +27.3% |
| All | +47.9% | +254.3% | -206.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling