+594.1%
MSI vs DOC
-2.1%
+596.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -3.7% | -1.5% | -2.2% | -3.3% |
| 30D | +6.8% | -4.8% | +11.6% | +8.2% |
| 3M | +14.3% | +6.9% | +7.4% | +11.7% |
| 6M | -1.6% | +20.7% | -22.3% | -8.0% |
| YTD | +22.8% | +34.1% | -11.4% | +10.6% |
| 1Y | -1.1% | +22.6% | -23.7% | -8.6% |
| 3Y | +70.5% | +20.8% | +49.6% | +55.1% |
| 5Y | +102.8% | -24.9% | +127.7% | +117.4% |
| All | +594.1% | -2.1% | +596.2% | +554.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling