+9.9%
MO vs DOCS
+33.3%
-23.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | +13.2% | +19.4% | -6.2% | +12.8% |
| 3M | +15.2% | +53.4% | -38.2% | +14.6% |
| 6M | +9.9% | +28.8% | -18.9% | +8.1% |
| All | +9.9% | +33.3% | -23.4% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling