+109.6%
MSI vs DOC
-22.8%
+132.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.6% |
| 7D | +2.8% | +8.7% | -5.9% | +1.0% |
| 30D | +9.1% | +7.6% | +1.5% | +7.4% |
| 3M | +12.5% | -5.3% | +17.8% | +13.6% |
| 6M | +14.2% | +27.6% | -13.4% | +7.6% |
| YTD | +30.7% | +32.4% | -1.7% | +21.4% |
| 1Y | +27.5% | +22.9% | +4.7% | +20.7% |
| 3Y | +71.4% | +43.1% | +28.3% | +51.2% |
| 5Y | +109.6% | -21.4% | +131.0% | +145.3% |
| All | +109.6% | -22.8% | +132.4% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling