+375.1%
MSI vs DOCU
+80.0%
+295.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.3% |
| 7D | -3.7% | +6.9% | -10.6% | -4.4% |
| 30D | +6.8% | +19.0% | -12.2% | +4.7% |
| 3M | +14.3% | +34.3% | -20.0% | +10.4% |
| 6M | -1.6% | +48.0% | -49.6% | -6.1% |
| YTD | +22.8% | 0.0% | +22.8% | +21.7% |
| 1Y | -1.1% | -10.3% | +9.2% | -1.2% |
| 3Y | +70.5% | +32.4% | +38.1% | +58.9% |
| 5Y | +102.8% | -77.9% | +180.7% | +118.3% |
| All | +375.1% | +80.0% | +295.1% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling