-50.3%
DOCS vs MOS
-6.9%
-43.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.0% |
| 7D | -1.4% | +9.5% | -11.0% | -2.7% |
| 30D | +21.8% | +10.4% | +11.4% | +19.9% |
| 3M | +27.3% | +12.9% | +14.4% | +24.5% |
| 6M | -0.3% | +1.2% | -1.6% | -1.6% |
| YTD | -40.5% | +9.3% | -49.8% | -42.4% |
| 1Y | -61.5% | -18.0% | -43.6% | -60.7% |
| 3Y | +8.2% | -29.0% | +37.2% | +10.8% |
| 5Y | -73.4% | -9.6% | -63.8% | -77.8% |
| All | -50.3% | -6.9% | -43.4% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling