-36.8%
MOS vs DOCU
-71.6%
+34.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.2% | +17.2% | +17.4% |
| 7D | +17.9% | -3.7% | +21.7% | +18.4% |
| 30D | +1.6% | +15.0% | -13.4% | 0.0% |
| 3M | -4.0% | +39.9% | -43.9% | -7.5% |
| 6M | -4.1% | +66.2% | -70.3% | -9.7% |
| YTD | -7.8% | +17.7% | -25.5% | -10.1% |
| 1Y | -15.6% | +13.7% | -29.3% | -17.3% |
| 3Y | -28.9% | +95.9% | -124.8% | -36.3% |
| 5Y | -36.8% | -71.7% | +34.9% | -38.5% |
| All | -36.8% | -71.6% | +34.8% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling