+66.2%
MSFT vs DOCS
-54.0%
+120.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -3.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +1.3% | +19.4% | -18.1% | -1.1% |
| 3M | +10.2% | +53.4% | -43.2% | +3.2% |
| 6M | +30.8% | +28.8% | +2.0% | +24.7% |
| YTD | +11.5% | -25.1% | +36.6% | +13.5% |
| 1Y | +6.5% | -48.1% | +54.7% | +13.4% |
| 3Y | +55.5% | +51.4% | +4.1% | +33.4% |
| 5Y | +66.2% | -51.1% | +117.3% | +58.7% |
| All | +66.2% | -54.0% | +120.1% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling