+93.9%
MOS vs DECK
+8,125.5%
-8,031.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.0% | +11.4% | +16.6% |
| 7D | +17.9% | +10.4% | +7.6% | +16.5% |
| 30D | +1.6% | +11.1% | -9.5% | +0.1% |
| 3M | -4.0% | -10.8% | +6.8% | -2.6% |
| 6M | -4.1% | -8.7% | +4.6% | -3.1% |
| YTD | -7.8% | -14.0% | +6.2% | -6.6% |
| 1Y | -15.6% | +12.0% | -27.6% | -17.6% |
| 3Y | -28.9% | -10.5% | -18.4% | -30.3% |
| 5Y | -36.8% | +28.5% | -65.3% | -42.2% |
| 10Y | +6.7% | +923.3% | -916.6% | -24.8% |
| All | +93.9% | +8,125.5% | -8,031.6% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling