+876.8%
MSFT vs DECK
+718.3%
+158.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | +2.7% | -13.6% | +16.3% | +5.9% |
| 3M | +17.0% | -21.2% | +38.2% | +22.8% |
| 6M | +23.8% | -21.1% | +44.9% | +29.3% |
| YTD | +4.0% | -17.2% | +21.2% | +6.6% |
| 1Y | -0.8% | -30.7% | +29.9% | +5.2% |
| 3Y | +55.6% | -3.4% | +59.0% | +42.7% |
| 5Y | +72.9% | +25.5% | +47.4% | +42.6% |
| All | +876.8% | +718.3% | +158.5% | +478.4% |
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