+148,466.4%
MSFT vs DOC
+2,934.4%
+145,532.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +5.8% |
| 7D | +4.7% | +8.7% | -4.1% | +2.3% |
| 30D | +5.8% | +7.6% | -1.8% | +3.7% |
| 3M | +13.0% | -5.3% | +18.3% | +14.4% |
| 6M | +34.9% | +27.6% | +7.3% | +25.0% |
| YTD | +15.7% | +32.4% | -16.8% | +5.7% |
| 1Y | +9.0% | +22.9% | -13.9% | +1.6% |
| 3Y | +61.2% | +43.1% | +18.1% | +41.2% |
| 5Y | +72.1% | -21.4% | +93.5% | +76.7% |
| 10Y | +966.1% | +16.8% | +949.3% | +841.3% |
| All | +148,466.4% | +2,934.4% | +145,532.0% | +63,053.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling