+127.7%
MS vs DOCS
-53.1%
+180.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +3.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.5% |
| 30D | +2.6% | +21.3% | -18.7% | +0.2% |
| 3M | -10.1% | +58.4% | -68.5% | -15.8% |
| 6M | +4.4% | +39.3% | -34.9% | -1.4% |
| YTD | +11.7% | -21.7% | +33.4% | +13.4% |
| 1Y | +20.9% | -47.3% | +68.3% | +29.2% |
| 3Y | +177.1% | +58.2% | +119.0% | +145.7% |
| 5Y | +127.7% | -52.3% | +180.0% | +114.6% |
| All | +127.7% | -53.1% | +180.9% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling