+223.3%
MS vs DOCN
+205.3%
+18.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.6% | -13.3% | -2.4% |
| 7D | +2.5% | +16.3% | -13.9% | +0.2% |
| 30D | 0.0% | +2.0% | -2.1% | -0.8% |
| 3M | +2.4% | -25.2% | +27.6% | +5.4% |
| 6M | +36.4% | +132.7% | -96.3% | +16.4% |
| YTD | +23.8% | +163.3% | -139.5% | +3.0% |
| 1Y | +48.6% | +280.3% | -231.7% | +15.9% |
| 3Y | +179.1% | +371.8% | -192.7% | +105.2% |
| 5Y | +144.8% | +87.1% | +57.7% | +87.2% |
| All | +223.3% | +205.3% | +18.1% | +151.2% |
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 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