+53.8%
MSFT vs DOCS
+50.6%
+3.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -3.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | +1.3% | +19.4% | -18.1% | -0.3% |
| 3M | +10.2% | +53.4% | -43.2% | +5.7% |
| 6M | +30.8% | +28.8% | +2.0% | +26.7% |
| YTD | +11.5% | -25.1% | +36.6% | +11.8% |
| 1Y | +6.5% | -48.1% | +54.7% | +9.4% |
| All | +53.8% | +50.6% | +3.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling