+191.8%
MS vs DOCN
+102.5%
+89.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.2% | +11.4% | +5.2% |
| 7D | +2.6% | -20.0% | +22.7% | +5.7% |
| 30D | +2.6% | -38.8% | +41.4% | +9.3% |
| 3M | -10.1% | -34.8% | +24.7% | -5.7% |
| 6M | +4.4% | -22.8% | +27.2% | +4.8% |
| YTD | +11.7% | +74.6% | -62.9% | -2.4% |
| 1Y | +20.9% | +116.4% | -95.5% | +1.8% |
| 3Y | +177.1% | +239.3% | -62.2% | +112.6% |
| 5Y | +127.7% | -20.2% | +148.0% | +82.2% |
| All | +191.8% | +102.5% | +89.4% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling