-11.7%
MOS vs DOC
+21.7%
-33.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +22.5% | +6.2% | +16.3% | +21.6% |
| 30D | +6.6% | +6.5% | +0.2% | +5.8% |
| 3M | -3.8% | -6.2% | +2.4% | -3.3% |
| 6M | -2.2% | +25.6% | -27.8% | -4.9% |
| YTD | -4.8% | +32.1% | -36.9% | -11.1% |
| 1Y | -11.7% | +20.3% | -32.0% | -12.5% |
| All | -11.7% | +21.7% | -33.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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