+898.9%
MSFT vs DECK
+885.7%
+13.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.0% | -3.2% |
| 7D | +1.1% | +6.0% | -4.9% | -0.2% |
| 30D | +1.3% | +7.4% | -6.2% | -0.4% |
| 3M | +10.2% | -11.7% | +21.8% | +12.9% |
| 6M | +30.8% | -11.0% | +41.8% | +33.2% |
| YTD | +11.5% | -15.4% | +26.9% | +13.6% |
| 1Y | +6.5% | +7.2% | -0.7% | +2.3% |
| 3Y | +55.5% | -11.8% | +67.3% | +46.6% |
| 5Y | +66.2% | +24.3% | +41.8% | +37.4% |
| All | +898.9% | +885.7% | +13.3% | +469.8% |
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 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