-4.0%
MOS vs DOCU
+107.7%
-111.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.5% |
| 7D | +22.5% | -3.2% | +25.7% | +22.9% |
| 30D | +6.6% | +15.7% | -9.0% | +4.7% |
| 3M | -3.8% | +37.3% | -41.1% | -7.6% |
| 6M | -2.2% | +63.1% | -65.3% | -8.4% |
| YTD | -4.8% | +15.4% | -20.2% | -7.5% |
| 1Y | -11.7% | +11.3% | -23.0% | -13.8% |
| 3Y | -26.5% | +92.1% | -118.6% | -34.8% |
| 5Y | -32.2% | -70.5% | +38.3% | -29.3% |
| All | -4.0% | +107.7% | -111.7% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling