-64.9%
DOCS vs MOH
+11.9%
-76.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -6.9% |
| 7D | -7.3% | -3.3% | -4.0% | -6.7% |
| 30D | -10.9% | -0.1% | -10.8% | -11.1% |
| 3M | +20.3% | -1.1% | +21.4% | +19.9% |
| 6M | -3.6% | +35.9% | -39.5% | -10.7% |
| YTD | -44.9% | +13.1% | -58.0% | -45.9% |
| 1Y | -64.9% | +11.8% | -76.7% | -65.7% |
| All | -64.9% | +11.9% | -76.7% | -65.7% |
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