-9.6%
MOS vs DOC
-24.5%
+14.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.1% |
| 7D | +9.5% | -1.5% | +11.0% | +10.1% |
| 30D | +10.4% | -4.8% | +15.2% | +12.4% |
| 3M | +12.9% | +6.9% | +6.0% | +9.7% |
| 6M | +1.2% | +20.7% | -19.5% | -7.1% |
| YTD | +9.3% | +34.1% | -24.8% | -4.7% |
| 1Y | -18.0% | +22.6% | -40.6% | -25.6% |
| 3Y | -29.0% | +20.8% | -49.9% | -36.6% |
| All | -9.6% | -24.5% | +14.9% | -0.8% |
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