+309.0%
MKSI vs DECK
+874.1%
-565.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.2% |
| 7D | -4.8% | +5.8% | -10.6% | -7.3% |
| 30D | -29.6% | +7.9% | -37.5% | -32.2% |
| 3M | -33.9% | -11.4% | -22.5% | -31.3% |
| 6M | -34.4% | -16.6% | -17.9% | -31.3% |
| YTD | +20.6% | -16.4% | +37.0% | +24.3% |
| 1Y | +24.4% | +8.6% | +15.7% | +13.3% |
| 3Y | +189.2% | -15.1% | +204.4% | +179.2% |
| 5Y | +24.5% | +22.9% | +1.7% | -3.1% |
| All | +309.0% | +874.1% | -565.0% | +82.6% |
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