-38.0%
DOCS vs MOH
-18.8%
-19.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | +7.8% | +3.3% | +4.5% | +7.4% |
| 3M | +20.0% | +3.5% | +16.5% | +19.3% |
| 6M | +26.5% | +9.4% | +17.2% | +24.8% |
| YTD | -25.8% | +17.2% | -42.9% | -27.5% |
| 1Y | -39.5% | +33.7% | -73.2% | -41.7% |
| 3Y | +60.3% | -42.3% | +102.6% | +63.4% |
| 5Y | -57.0% | -33.4% | -23.6% | -58.4% |
| All | -38.0% | -18.8% | -19.1% | -31.9% |
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