+24,538.4%
DECK vs MOH
+1,447.4%
+23,091.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.6% |
| 7D | +6.0% | +8.9% | -2.9% | +4.1% |
| 30D | +7.4% | +11.0% | -3.6% | +5.0% |
| 3M | -11.7% | +11.0% | -22.7% | -13.8% |
| 6M | -11.0% | +12.7% | -23.7% | -13.8% |
| YTD | -15.4% | +24.8% | -40.2% | -21.7% |
| 1Y | +7.2% | +44.7% | -37.4% | -4.2% |
| 3Y | -11.8% | -35.8% | +24.0% | -10.4% |
| 5Y | +24.3% | -28.8% | +53.1% | +21.9% |
| 10Y | +907.5% | +302.5% | +605.0% | +495.7% |
| All | +24,538.4% | +1,447.4% | +23,091.0% | +9,613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling