+8.9%
DOCS vs MOS
-29.5%
+38.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.9% |
| 7D | -1.4% | +9.5% | -11.0% | -2.4% |
| 30D | +21.8% | +10.4% | +11.4% | +20.4% |
| 3M | +27.3% | +12.9% | +14.4% | +25.2% |
| 6M | -0.3% | +1.2% | -1.6% | -1.2% |
| YTD | -40.5% | +9.3% | -49.8% | -42.4% |
| 1Y | -61.5% | -18.0% | -43.6% | -60.3% |
| All | +8.9% | -29.5% | +38.4% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling