-11.7%
MOS vs DECK
+10.4%
-22.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.6% |
| 7D | +22.5% | +6.0% | +16.5% | +21.3% |
| 30D | +6.6% | +7.4% | -0.8% | +5.2% |
| 3M | -3.8% | -11.7% | +7.8% | -1.9% |
| 6M | -2.2% | -11.0% | +8.8% | -0.2% |
| YTD | -4.8% | -15.4% | +10.6% | -1.9% |
| 1Y | -11.7% | +7.2% | -19.0% | -19.5% |
| All | -11.7% | +10.4% | -22.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling