-7.5%
MSCI vs DOC
-24.5%
+17.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +0.4% | -1.5% | +1.9% | +0.9% |
| 30D | +0.6% | -4.8% | +5.3% | +2.2% |
| 3M | -7.1% | +6.9% | -14.0% | -9.5% |
| 6M | +0.8% | +20.7% | -19.9% | -6.7% |
| YTD | +1.0% | +34.1% | -33.2% | -10.9% |
| 1Y | +4.3% | +22.6% | -18.3% | -5.0% |
| 3Y | +9.9% | +20.8% | -10.9% | -0.9% |
| All | -7.5% | -24.5% | +17.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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