-9.6%
MOS vs DECK
+25.5%
-35.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.2% |
| 7D | +9.5% | -2.2% | +11.8% | +9.9% |
| 30D | +10.4% | -13.6% | +24.0% | +12.7% |
| 3M | +12.9% | -21.2% | +34.1% | +16.7% |
| 6M | +1.2% | -21.1% | +22.3% | +4.4% |
| YTD | +9.3% | -17.2% | +26.5% | +11.6% |
| 1Y | -18.0% | -30.7% | +12.8% | -14.6% |
| 3Y | -29.0% | -3.4% | -25.7% | -31.4% |
| All | -9.6% | +25.5% | -35.1% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling