+898.9%
MSFT vs DOC
+14.9%
+884.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | +1.1% | +6.2% | -5.1% | -0.6% |
| 30D | +1.3% | +6.5% | -5.2% | -0.6% |
| 3M | +10.2% | -6.2% | +16.4% | +11.9% |
| 6M | +30.8% | +25.6% | +5.2% | +21.2% |
| YTD | +11.5% | +32.1% | -20.6% | +1.4% |
| 1Y | +6.5% | +20.3% | -13.7% | -0.4% |
| 3Y | +55.5% | +42.7% | +12.7% | +33.8% |
| 5Y | +66.2% | -22.2% | +88.3% | +74.9% |
| All | +898.9% | +14.9% | +884.0% | +793.1% |
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