+40.6%
MO vs DOCS
-39.1%
+79.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +5.8% | +7.8% | -2.0% | +5.9% |
| 3M | +12.7% | +20.0% | -7.3% | +13.0% |
| 6M | +14.8% | +26.5% | -11.8% | +14.6% |
| YTD | +37.8% | -25.8% | +63.6% | +33.8% |
| All | +40.6% | -39.1% | +79.8% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling