-53.9%
DOCS vs MOH
-21.7%
-32.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -7.0% |
| 7D | -7.3% | -3.3% | -4.0% | -6.9% |
| 30D | -10.9% | -0.1% | -10.8% | -11.0% |
| 3M | +20.3% | -1.1% | +21.4% | +20.2% |
| 6M | -3.6% | +35.9% | -39.5% | -7.8% |
| YTD | -44.9% | +13.1% | -58.0% | -45.9% |
| 1Y | -64.9% | +11.8% | -76.7% | -65.6% |
| 3Y | +7.6% | -38.7% | +46.4% | +8.0% |
| 5Y | -74.0% | -25.1% | -48.8% | -72.1% |
| All | -53.9% | -21.7% | -32.3% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling