+144.0%
MO vs DOCS
-19.3%
+163.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.4% |
| 7D | -0.8% | -4.2% | +3.4% | -0.8% |
| 30D | +8.0% | +8.6% | -0.6% | +7.9% |
| 3M | +20.9% | +27.2% | -6.3% | +20.7% |
| 6M | +16.3% | +26.5% | -10.2% | +16.1% |
| YTD | +40.7% | -25.0% | +65.7% | +41.0% |
| 1Y | +41.5% | -37.0% | +78.4% | +41.9% |
| 3Y | +141.5% | +39.4% | +102.1% | +137.1% |
| 5Y | +153.1% | -56.7% | +209.8% | +148.8% |
| All | +144.0% | -19.3% | +163.3% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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