+174.5%
MS vs DOCN
+70.4%
+104.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.9% | +9.9% | -3.7% |
| 7D | -3.4% | -29.3% | +25.9% | +1.2% |
| 30D | -3.9% | -46.0% | +42.1% | +4.1% |
| 3M | -15.9% | -43.2% | +27.3% | -10.2% |
| 6M | -2.5% | -53.7% | +51.2% | +6.2% |
| YTD | +5.1% | +46.9% | -41.8% | -6.0% |
| 1Y | +13.0% | +54.3% | -41.4% | +0.1% |
| 3Y | +160.7% | +185.5% | -24.9% | +104.7% |
| 5Y | +114.0% | -31.1% | +145.1% | +75.3% |
| All | +174.5% | +70.4% | +104.1% | +129.4% |
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