-7.1%
MOS vs DOCU
+111.8%
-118.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.2% | +17.2% | +17.4% |
| 7D | +17.9% | -3.7% | +21.7% | +18.5% |
| 30D | +1.6% | +15.0% | -13.4% | -0.2% |
| 3M | -4.0% | +39.9% | -43.9% | -8.0% |
| 6M | -4.1% | +66.2% | -70.3% | -10.4% |
| YTD | -7.8% | +17.7% | -25.5% | -10.6% |
| 1Y | -15.6% | +13.7% | -29.3% | -17.8% |
| 3Y | -28.9% | +95.9% | -124.8% | -37.0% |
| 5Y | -36.8% | -71.7% | +34.9% | -33.7% |
| All | -7.1% | +111.8% | -118.9% | -32.1% |
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