+876.8%
MSFT vs DOC
-2.1%
+878.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +2.7% | -4.8% | +7.5% | +4.0% |
| 3M | +17.0% | +6.9% | +10.1% | +14.4% |
| 6M | +23.8% | +20.7% | +3.1% | +16.1% |
| YTD | +4.0% | +34.1% | -30.2% | -5.7% |
| 1Y | -0.8% | +22.6% | -23.5% | -7.9% |
| 3Y | +55.6% | +20.8% | +34.8% | +42.0% |
| 5Y | +72.9% | -24.9% | +97.8% | +84.2% |
| All | +876.8% | -2.1% | +878.9% | +803.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling