+114.0%
MS vs DOCN
-34.6%
+148.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.9% | +9.9% | -3.5% |
| 7D | -3.4% | -29.3% | +25.9% | +1.6% |
| 30D | -3.9% | -46.0% | +42.1% | +4.9% |
| 3M | -15.9% | -43.2% | +27.3% | -9.6% |
| 6M | -2.5% | -53.7% | +51.2% | +7.0% |
| YTD | +5.1% | +46.9% | -41.8% | -7.5% |
| 1Y | +13.0% | +54.3% | -41.4% | -1.6% |
| 3Y | +160.7% | +185.5% | -24.9% | +97.1% |
| 5Y | +114.0% | -31.1% | +145.1% | +73.2% |
| All | +114.0% | -34.6% | +148.6% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling