-37.0%
DOCS vs MOH
+47.1%
-84.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.1% |
| 7D | -4.2% | -7.6% | +3.4% | -2.1% |
| 30D | +8.6% | +2.4% | +6.2% | +8.0% |
| 3M | +27.2% | +7.6% | +19.7% | +24.6% |
| 6M | +26.5% | +13.0% | +13.5% | +21.7% |
| YTD | -25.0% | +20.6% | -45.6% | -28.2% |
| 1Y | -37.0% | +45.8% | -82.8% | -47.8% |
| All | -37.0% | +47.1% | -84.1% | -47.8% |
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