+43.3%
MA vs DECK
-3.0%
+46.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +1.5% | -13.6% | +15.1% | +3.1% |
| 3M | +20.4% | -21.2% | +41.7% | +23.4% |
| 6M | +11.1% | -21.1% | +32.2% | +13.6% |
| YTD | +2.0% | -17.2% | +19.2% | +3.3% |
| 1Y | -2.2% | -30.7% | +28.6% | +1.1% |
| All | +43.3% | -3.0% | +46.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling