-34.6%
DOCS vs MOS
-21.5%
-13.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +17.4% | -11.0% | +4.0% |
| 7D | +1.2% | +17.9% | -16.7% | -1.0% |
| 30D | +21.3% | +1.6% | +19.8% | +20.7% |
| 3M | +58.4% | -4.0% | +62.4% | +58.1% |
| 6M | +39.3% | -4.1% | +43.4% | +38.5% |
| YTD | -21.7% | -7.8% | -13.9% | -22.8% |
| 1Y | -47.3% | -15.6% | -31.7% | -47.3% |
| 3Y | +58.2% | -28.9% | +87.0% | +60.5% |
| 5Y | -52.3% | -36.8% | -15.5% | -55.1% |
| All | -34.6% | -21.5% | -13.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling