+1,570.5%
MKSI vs DECK
+56,655.6%
-55,085.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.0% |
| 7D | -4.8% | +5.8% | -10.6% | -6.2% |
| 30D | -29.6% | +7.9% | -37.5% | -31.0% |
| 3M | -33.9% | -11.4% | -22.5% | -32.5% |
| 6M | -34.4% | -16.6% | -17.9% | -32.7% |
| YTD | +20.6% | -16.4% | +37.0% | +23.1% |
| 1Y | +24.4% | +8.6% | +15.7% | +19.2% |
| 3Y | +189.2% | -15.1% | +204.4% | +190.3% |
| 5Y | +24.5% | +22.9% | +1.7% | +14.1% |
| 10Y | +327.6% | +895.7% | -568.1% | +158.4% |
| All | +1,570.5% | +56,655.6% | -55,085.0% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling