+13.0%
MS vs DOCS
-49.5%
+62.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -5.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -3.9% | +19.4% | -23.3% | -4.7% |
| 3M | -15.9% | +53.4% | -69.3% | -18.0% |
| 6M | -2.5% | +28.8% | -31.2% | -3.6% |
| YTD | +5.1% | -25.1% | +30.2% | +7.8% |
| 1Y | +13.0% | -48.1% | +61.1% | +20.2% |
| All | +13.0% | -49.5% | +62.4% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling