-52.9%
DOCS vs MOH
-33.1%
-19.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.9% |
| 6M | +42.5% | +9.1% | +33.4% | +40.3% |
| YTD | -24.7% | +20.7% | -45.4% | -27.1% |
| 1Y | -32.9% | +51.3% | -84.2% | -36.9% |
| 3Y | +39.6% | -42.0% | +81.6% | +43.9% |
| All | -52.9% | -33.1% | -19.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling