+72.1%
MSFT vs DECK
+31.2%
+40.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.0% | +0.7% | +5.5% |
| 7D | +4.7% | +10.4% | -5.7% | +2.6% |
| 30D | +5.8% | +11.1% | -5.3% | +3.5% |
| 3M | +13.0% | -10.8% | +23.8% | +15.3% |
| 6M | +34.9% | -8.7% | +43.7% | +36.5% |
| YTD | +15.7% | -14.0% | +29.7% | +17.3% |
| 1Y | +9.0% | +12.0% | -3.1% | +3.6% |
| 3Y | +61.2% | -10.5% | +71.7% | +46.7% |
| 5Y | +72.1% | +28.5% | +43.6% | +33.1% |
| All | +72.1% | +31.2% | +40.9% | +33.1% |
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