+32.6%
MSI vs DOC
+21.7%
+10.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.0% |
| 7D | +5.1% | +6.2% | -1.2% | +4.9% |
| 30D | +13.3% | +6.5% | +6.8% | +13.1% |
| 3M | +18.3% | -6.2% | +24.5% | +18.2% |
| 6M | +18.7% | +25.6% | -6.9% | +19.3% |
| YTD | +36.0% | +32.1% | +3.9% | +36.2% |
| 1Y | +32.6% | +20.3% | +12.3% | +34.1% |
| All | +32.6% | +21.7% | +10.9% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling