+113.7%
MO vs DOCS
-36.0%
+149.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | +0.3% | -1.4% | +1.8% | +0.3% |
| 30D | +0.6% | +21.8% | -21.2% | +0.6% |
| 3M | -1.0% | +27.3% | -28.3% | -1.0% |
| 6M | +4.3% | -0.3% | +4.7% | +4.3% |
| YTD | +23.3% | -40.5% | +63.8% | +23.6% |
| 1Y | +10.5% | -61.5% | +72.0% | +11.2% |
| 3Y | +96.3% | +8.2% | +88.1% | +92.9% |
| 5Y | +98.9% | -73.4% | +172.3% | +96.5% |
| All | +113.7% | -36.0% | +149.7% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling