+111.1%
MOS vs DOC
+2,934.4%
-2,823.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.1% | +14.3% | +16.1% |
| 7D | +17.9% | +8.7% | +9.2% | +14.2% |
| 30D | +1.6% | +7.6% | -6.1% | -1.4% |
| 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% | -19.1% |
| 1Y | -15.6% | +22.9% | -38.4% | -23.7% |
| 3Y | -28.9% | +43.1% | -71.9% | -40.6% |
| 5Y | -36.8% | -21.4% | -15.4% | -33.3% |
| 10Y | +6.7% | +16.8% | -10.2% | -6.7% |
| All | +111.1% | +2,934.4% | -2,823.3% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling