+808.5%
MS vs DECK
+718.3%
+90.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.0% |
| 30D | -0.3% | -13.6% | +13.3% | +3.7% |
| 3M | +0.3% | -21.2% | +21.5% | +6.4% |
| 6M | +31.3% | -21.1% | +52.4% | +38.8% |
| YTD | +24.7% | -17.2% | +41.9% | +29.1% |
| 1Y | +47.9% | -30.7% | +78.7% | +59.5% |
| 3Y | +178.3% | -3.4% | +181.7% | +152.0% |
| 5Y | +144.9% | +25.5% | +119.3% | +95.0% |
| All | +808.5% | +718.3% | +90.2% | +363.7% |
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