-36.8%
MOS vs DOC
-22.8%
-14.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.1% | +14.3% | +16.1% |
| 7D | +17.9% | +8.7% | +9.2% | +14.4% |
| 30D | +1.6% | +7.6% | -6.1% | -1.3% |
| 3M | -4.0% | -5.3% | +1.3% | -2.0% |
| 6M | -4.1% | +27.6% | -31.7% | -14.2% |
| YTD | -7.8% | +32.4% | -40.2% | -19.5% |
| 1Y | -15.6% | +22.9% | -38.4% | -23.6% |
| 3Y | -28.9% | +43.1% | -71.9% | -42.2% |
| 5Y | -36.8% | -21.4% | -15.4% | -29.7% |
| All | -36.8% | -22.8% | -14.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling