+77.3%
MA vs DECK
-11.0%
+88.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.0% | -2.0% | +3.2% |
| 7D | +10.2% | +10.4% | -0.1% | +8.9% |
| 30D | +19.3% | +11.1% | +8.2% | +17.8% |
| 3M | +18.0% | -10.8% | +28.7% | +19.3% |
| 6M | +33.7% | -8.7% | +42.4% | +34.6% |
| YTD | +18.6% | -14.0% | +32.6% | +19.6% |
| 1Y | +22.5% | +12.0% | +10.4% | +19.1% |
| All | +77.3% | -11.0% | +88.3% | +79.2% |
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