+2,417.1%
MSCI vs DECK
+1,139.2%
+1,277.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.7% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | +0.6% | -13.6% | +14.2% | +4.4% |
| 3M | -7.1% | -21.2% | +14.2% | -1.3% |
| 6M | +0.8% | -21.1% | +21.9% | +6.4% |
| YTD | +1.0% | -17.2% | +18.2% | +4.4% |
| 1Y | +4.3% | -30.7% | +35.1% | +12.0% |
| 3Y | +9.9% | -3.4% | +13.3% | +0.2% |
| 5Y | -6.8% | +25.5% | -32.3% | -23.1% |
| 10Y | +614.7% | +714.7% | -100.0% | +232.0% |
| All | +2,417.1% | +1,139.2% | +1,277.9% | +661.6% |
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 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