+145.1%
MS vs DOCU
-78.0%
+223.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.4% |
| 7D | +1.4% | +6.9% | -5.5% | +0.2% |
| 30D | -0.3% | +19.0% | -19.2% | -3.4% |
| 3M | +0.3% | +34.3% | -34.0% | -5.4% |
| 6M | +31.3% | +48.0% | -16.7% | +21.1% |
| YTD | +24.7% | 0.0% | +24.6% | +22.9% |
| 1Y | +47.9% | -10.3% | +58.2% | +48.1% |
| 3Y | +178.3% | +32.4% | +145.9% | +153.3% |
| All | +145.1% | -78.0% | +223.0% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling