+107.7%
MSFT vs DOCS
-21.0%
+128.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +1.7% | -0.8% | +2.4% | +1.8% |
| 30D | +0.2% | +17.4% | -17.2% | -1.7% |
| 3M | +6.4% | +57.4% | -51.0% | +0.3% |
| 6M | +28.7% | +26.5% | +2.2% | +23.7% |
| YTD | +10.4% | -26.6% | +37.0% | +12.2% |
| 1Y | +7.6% | -48.1% | +55.7% | +13.3% |
| 3Y | +52.3% | +52.6% | -0.3% | +35.5% |
| 5Y | +64.5% | -52.1% | +116.6% | +56.8% |
| All | +107.7% | -21.0% | +128.7% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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