+75.3%
MSI vs DOC
+43.2%
+32.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.1% |
| 7D | +5.1% | +6.2% | -1.2% | +4.4% |
| 30D | +13.3% | +6.5% | +6.8% | +12.6% |
| 3M | +18.3% | -6.2% | +24.5% | +18.9% |
| 6M | +18.7% | +25.6% | -6.9% | +15.8% |
| YTD | +36.0% | +32.1% | +3.9% | +31.5% |
| 1Y | +32.6% | +20.3% | +12.3% | +29.9% |
| All | +75.3% | +43.2% | +32.1% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling