+178.4%
MS vs DOCN
+236.1%
-57.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.2% | +11.4% | +5.3% |
| 7D | +2.6% | -20.0% | +22.7% | +6.0% |
| 30D | +2.6% | -38.8% | +41.4% | +9.9% |
| 3M | -10.1% | -34.8% | +24.7% | -5.3% |
| 6M | +4.4% | -22.8% | +27.2% | +4.6% |
| YTD | +11.7% | +74.6% | -62.9% | -6.5% |
| 1Y | +20.9% | +116.4% | -95.5% | -3.8% |
| All | +178.4% | +236.1% | -57.7% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling