-47.3%
DOCS vs MOH
+53.5%
-100.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.9% | -2.6% | +4.1% |
| 7D | +1.2% | +14.3% | -13.1% | -2.1% |
| 30D | +21.3% | +16.7% | +4.6% | +16.8% |
| 3M | +58.4% | +18.3% | +40.1% | +51.6% |
| 6M | +39.3% | +15.8% | +23.5% | +33.1% |
| YTD | -21.7% | +30.5% | -52.2% | -25.9% |
| 1Y | -47.3% | +49.3% | -96.6% | -52.4% |
| All | -47.3% | +53.5% | -100.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling