+24.6%
DECK vs MOH
-31.5%
+56.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.8% |
| 7D | +5.8% | +2.1% | +3.7% | +5.5% |
| 30D | +7.9% | +7.3% | +0.6% | +7.2% |
| 3M | -11.4% | +8.9% | -20.3% | -12.2% |
| 6M | -16.6% | +5.8% | -22.4% | -17.1% |
| YTD | -16.4% | +20.4% | -36.8% | -18.8% |
| 1Y | +8.6% | +42.1% | -33.4% | +3.1% |
| 3Y | -15.1% | -40.0% | +24.9% | -12.2% |
| All | +24.6% | -31.5% | +56.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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