+72.1%
MSFT vs DOC
-22.8%
+94.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +6.1% |
| 7D | +4.7% | +8.7% | -4.1% | +3.1% |
| 30D | +5.8% | +7.6% | -1.8% | +4.4% |
| 3M | +13.0% | -5.3% | +18.3% | +14.0% |
| 6M | +34.9% | +27.6% | +7.3% | +27.4% |
| YTD | +15.7% | +32.4% | -16.8% | +8.0% |
| 1Y | +9.0% | +22.9% | -13.9% | +3.5% |
| 3Y | +61.2% | +43.1% | +18.1% | +42.3% |
| 5Y | +72.1% | -21.4% | +93.5% | +93.9% |
| All | +72.1% | -22.8% | +94.9% | +93.9% |
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