-47.3%
DOCS vs MOS
-16.2%
-31.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +17.4% | -11.0% | +7.5% |
| 7D | +1.2% | +17.9% | -16.7% | +2.4% |
| 30D | +21.3% | +1.6% | +19.8% | +20.5% |
| 3M | +58.4% | -4.0% | +62.4% | +55.9% |
| 6M | +39.3% | -4.1% | +43.4% | +37.1% |
| YTD | -21.7% | -7.8% | -13.9% | -23.8% |
| 1Y | -47.3% | -15.6% | -31.7% | -48.3% |
| All | -47.3% | -16.2% | -31.1% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling