+354.2%
MKSI vs DECK
+938.4%
-584.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.3% | +5.8% | +8.3% |
| 7D | +7.7% | +6.4% | +1.3% | +4.8% |
| 30D | -20.0% | +9.1% | -29.1% | -23.2% |
| 3M | -30.6% | -7.2% | -23.3% | -29.1% |
| 6M | -32.3% | -9.9% | -22.4% | -31.2% |
| YTD | +32.8% | -12.8% | +45.5% | +34.6% |
| 1Y | +37.3% | +10.6% | +26.7% | +24.5% |
| 3Y | +219.2% | -13.8% | +233.1% | +206.8% |
| 5Y | +36.1% | +27.6% | +8.5% | +4.4% |
| 10Y | +354.2% | +887.0% | -532.9% | +101.9% |
| All | +354.2% | +938.4% | -584.3% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling