+7.5%
MOS vs DECK
+885.7%
-878.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.7% |
| 7D | +22.5% | +6.0% | +16.5% | +20.6% |
| 30D | +6.6% | +7.4% | -0.8% | +4.4% |
| 3M | -3.8% | -11.7% | +7.8% | -0.6% |
| 6M | -2.2% | -11.0% | +8.8% | +0.5% |
| YTD | -4.8% | -15.4% | +10.6% | -1.9% |
| 1Y | -11.7% | +7.2% | -19.0% | -15.6% |
| 3Y | -26.5% | -11.8% | -14.7% | -32.6% |
| 5Y | -32.2% | +24.3% | -56.5% | -47.8% |
| All | +7.5% | +885.7% | -878.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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