-37.1%
DOCS vs MOH
-16.4%
-20.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.6% | +0.2% | +2.3% | +2.5% |
| 30D | +11.4% | +0.1% | +11.3% | +11.4% |
| 3M | +25.4% | +1.8% | +23.5% | +25.0% |
| 6M | +42.5% | +9.1% | +33.4% | +40.6% |
| YTD | -24.7% | +20.7% | -45.4% | -26.8% |
| 1Y | -32.9% | +51.3% | -84.2% | -36.2% |
| 3Y | +39.6% | -42.0% | +81.6% | +42.3% |
| 5Y | -54.6% | -33.1% | -21.5% | -56.6% |
| All | -37.1% | -16.4% | -20.7% | -31.2% |
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