+149.0%
MS vs DOCS
-19.4%
+168.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -5.5% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -3.9% | +19.4% | -23.3% | -5.8% |
| 3M | -15.9% | +53.4% | -69.3% | -20.5% |
| 6M | -2.5% | +28.8% | -31.2% | -6.5% |
| YTD | +5.1% | -25.1% | +30.2% | +6.9% |
| 1Y | +13.0% | -48.1% | +61.1% | +19.8% |
| 3Y | +160.7% | +51.4% | +109.3% | +136.8% |
| 5Y | +114.0% | -51.1% | +165.1% | +107.1% |
| All | +149.0% | -19.4% | +168.4% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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