-73.2%
DOCS vs MOH
-26.9%
-46.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +21.8% | +2.9% | +18.9% | +21.2% |
| 3M | +27.3% | +4.1% | +23.2% | +26.1% |
| 6M | -0.3% | +33.8% | -34.2% | -5.0% |
| YTD | -40.5% | +15.7% | -56.2% | -42.0% |
| 1Y | -61.5% | +17.5% | -79.1% | -62.8% |
| 3Y | +8.2% | -35.3% | +43.5% | +7.1% |
| All | -73.2% | -26.9% | -46.3% | -74.2% |
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