-2.2%
MA vs DECK
-30.4%
+28.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | +1.5% | -13.6% | +15.1% | +2.5% |
| 3M | +20.4% | -21.2% | +41.7% | +22.0% |
| 6M | +11.1% | -21.1% | +32.2% | +12.5% |
| YTD | +2.0% | -17.2% | +19.2% | +2.8% |
| 1Y | -2.2% | -30.7% | +28.6% | +3.7% |
| All | -2.2% | -30.4% | +28.3% | +3.7% |
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