+381.7%
MS vs DOCU
+111.8%
+269.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.1% | +4.2% |
| 7D | +2.6% | -3.7% | +6.3% | +3.2% |
| 30D | +2.6% | +15.0% | -12.3% | +0.4% |
| 3M | -10.1% | +39.9% | -50.0% | -14.9% |
| 6M | +4.4% | +66.2% | -61.8% | -4.5% |
| YTD | +11.7% | +17.7% | -6.0% | +7.3% |
| 1Y | +20.9% | +13.7% | +7.3% | +16.6% |
| 3Y | +177.1% | +95.9% | +81.2% | +140.7% |
| 5Y | +127.7% | -71.7% | +199.4% | +134.0% |
| All | +381.7% | +111.8% | +269.9% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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