+7.9%
MSCI vs DOC
-22.8%
+30.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.3% |
| 7D | +11.5% | +8.7% | +2.7% | +8.3% |
| 30D | +22.1% | +7.6% | +14.4% | +19.0% |
| 3M | +18.4% | -5.3% | +23.7% | +20.4% |
| 6M | +16.6% | +27.6% | -11.0% | +5.6% |
| YTD | +18.8% | +32.4% | -13.6% | +5.0% |
| 1Y | +19.0% | +22.9% | -3.9% | +8.4% |
| 3Y | +40.7% | +43.1% | -2.4% | +13.3% |
| 5Y | +7.9% | -21.4% | +29.3% | +27.8% |
| All | +7.9% | -22.8% | +30.7% | +27.8% |
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