-34.6%
DOCS vs MOD
+498.1%
-532.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -21.4% | +27.8% | +9.0% |
| 7D | +1.2% | -31.3% | +32.6% | +5.6% |
| 30D | +21.3% | -46.1% | +67.4% | +30.3% |
| 3M | +58.4% | -51.1% | +109.5% | +71.8% |
| 6M | +39.3% | -62.1% | +101.4% | +53.2% |
| YTD | -21.7% | -26.2% | +4.5% | -25.4% |
| 1Y | -47.3% | -32.6% | -14.8% | -49.5% |
| 3Y | +58.2% | +133.8% | -75.7% | +7.6% |
| 5Y | -52.3% | +792.8% | -845.0% | -78.4% |
| All | -34.6% | +498.1% | -532.6% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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