+225.6%
MS vs DOCN
+171.0%
+54.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +1.4% | +1.1% | +0.2% | +1.2% |
| 30D | -0.3% | -9.6% | +9.4% | +0.9% |
| 3M | +0.3% | -37.7% | +38.0% | +6.0% |
| 6M | +31.3% | +115.2% | -83.9% | +13.3% |
| YTD | +24.7% | +133.7% | -109.1% | +5.5% |
| 1Y | +47.9% | +250.2% | -202.2% | +16.8% |
| 3Y | +178.3% | +320.3% | -142.0% | +108.2% |
| 5Y | +144.9% | +53.1% | +91.8% | +90.2% |
| All | +225.6% | +171.0% | +54.5% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling