+97.0%
MSFU vs DOCU
+46.7%
+50.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -6.7% |
| 7D | +1.0% | -3.2% | +4.2% | +2.2% |
| 30D | +0.6% | +15.7% | -15.1% | -4.9% |
| 3M | +16.4% | +37.3% | -20.9% | +2.6% |
| 6M | +53.0% | +63.1% | -10.1% | +25.6% |
| YTD | +3.5% | +15.4% | -11.9% | -4.6% |
| 1Y | -7.8% | +11.3% | -19.2% | -14.3% |
| 3Y | +35.6% | +92.1% | -56.5% | -4.5% |
| All | +97.0% | +46.7% | +50.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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