+80.8%
MKSI vs DECK
+25.5%
+55.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.6% |
| 7D | +1.8% | -2.2% | +4.0% | +2.8% |
| 30D | -16.8% | -13.6% | -3.2% | -11.8% |
| 3M | -21.1% | -21.2% | +0.1% | -14.2% |
| 6M | +10.8% | -21.1% | +31.9% | +20.1% |
| YTD | +63.3% | -17.2% | +80.6% | +70.2% |
| 1Y | +157.0% | -30.7% | +187.7% | +188.1% |
| 3Y | +163.7% | -3.4% | +167.1% | +131.0% |
| All | +80.8% | +25.5% | +55.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling