+195.3%
MS vs DOCS
-36.0%
+231.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -0.3% | +21.8% | -22.1% | -3.1% |
| 3M | +0.3% | +27.3% | -27.0% | -3.2% |
| 6M | +31.3% | -0.3% | +31.7% | +29.6% |
| YTD | +24.7% | -40.5% | +65.2% | +30.3% |
| 1Y | +47.9% | -61.5% | +109.5% | +62.4% |
| 3Y | +178.3% | +8.2% | +170.2% | +162.9% |
| 5Y | +144.9% | -73.4% | +218.3% | +147.0% |
| All | +195.3% | -36.0% | +231.3% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling