+127.7%
MS vs DECK
+31.2%
+96.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.7% | +2.9% |
| 7D | +2.6% | +10.4% | -7.7% | +0.4% |
| 30D | +2.6% | +11.1% | -8.5% | +0.1% |
| 3M | -10.1% | -10.8% | +0.7% | -8.0% |
| 6M | +4.4% | -8.7% | +13.1% | +5.6% |
| YTD | +11.7% | -14.0% | +25.8% | +13.9% |
| 1Y | +20.9% | +12.0% | +8.9% | +15.7% |
| 3Y | +177.1% | -10.5% | +187.6% | +160.1% |
| 5Y | +127.7% | +28.5% | +99.2% | +77.8% |
| All | +127.7% | +31.2% | +96.5% | +77.8% |
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