+66.4%
DOCN vs MOS
-17.9%
+84.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +3.3% | -19.1% | -16.6% |
| 7D | -29.3% | +22.5% | -51.8% | -33.0% |
| 30D | -46.0% | +6.6% | -52.7% | -47.2% |
| 3M | -43.2% | -3.8% | -39.4% | -43.2% |
| 6M | -53.7% | -2.2% | -51.5% | -54.3% |
| YTD | +46.9% | -4.8% | +51.7% | +44.6% |
| 1Y | +54.3% | -11.7% | +66.0% | +54.5% |
| 3Y | +185.5% | -26.5% | +212.1% | +190.4% |
| 5Y | -31.1% | -32.2% | +1.1% | -33.4% |
| All | +66.4% | -17.9% | +84.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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