-37.4%
DOCS vs MOS
-18.9%
-18.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -4.7% |
| 7D | -1.3% | +22.5% | -23.8% | -4.1% |
| 30D | +19.4% | +6.6% | +12.8% | +18.0% |
| 3M | +53.4% | -3.8% | +57.2% | +53.1% |
| 6M | +28.8% | -2.2% | +31.0% | +27.7% |
| YTD | -25.1% | -4.8% | -20.3% | -26.5% |
| 1Y | -48.1% | -11.7% | -36.4% | -48.5% |
| 3Y | +51.4% | -26.5% | +77.9% | +53.0% |
| 5Y | -51.1% | -32.2% | -18.9% | -54.7% |
| All | -37.4% | -18.9% | -18.5% | -46.5% |
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