+139.0%
MO vs DOCS
+50.6%
+88.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.6% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | +13.2% | +19.4% | -6.2% | +13.4% |
| 3M | +15.2% | +53.4% | -38.2% | +15.8% |
| 6M | +9.9% | +28.8% | -18.9% | +10.3% |
| YTD | +41.1% | -25.1% | +66.1% | +40.9% |
| 1Y | +44.9% | -48.1% | +93.1% | +44.5% |
| All | +139.0% | +50.6% | +88.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling