-37.4%
DOCS vs MOH
+40.2%
-77.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.7% |
| 30D | +7.8% | +3.3% | +4.5% | +7.0% |
| 3M | +20.0% | +3.5% | +16.5% | +18.6% |
| 6M | +26.5% | +9.4% | +17.2% | +22.8% |
| YTD | -25.8% | +17.2% | -42.9% | -28.5% |
| All | -37.4% | +40.2% | -77.7% | -48.7% |
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