+252.3%
DOCN vs MOS
-29.0%
+281.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +17.4% | -24.5% | -10.3% |
| 7D | -20.0% | +17.9% | -38.0% | -22.9% |
| 30D | -38.8% | +1.6% | -40.3% | -39.0% |
| 3M | -34.8% | -4.0% | -30.8% | -34.5% |
| 6M | -22.8% | -4.1% | -18.7% | -22.9% |
| YTD | +74.6% | -7.8% | +82.4% | +73.6% |
| 1Y | +116.4% | -15.6% | +132.0% | +120.2% |
| All | +252.3% | -29.0% | +281.3% | +263.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling