+59.5%
MSFT vs DOC
+43.5%
+16.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +6.5% |
| 7D | +4.7% | +8.7% | -4.1% | +4.3% |
| 30D | +5.8% | +7.6% | -1.8% | +5.5% |
| 3M | +13.0% | -5.3% | +18.3% | +13.2% |
| 6M | +34.9% | +27.6% | +7.3% | +32.1% |
| YTD | +15.7% | +32.4% | -16.8% | +12.9% |
| 1Y | +9.0% | +22.9% | -13.9% | +7.0% |
| All | +59.5% | +43.5% | +16.0% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling