+32,523.0%
MSFT vs DECK
+7,820.9%
+24,702.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +2.7% | -13.6% | +16.3% | +4.1% |
| 3M | +17.0% | -21.2% | +38.2% | +19.4% |
| 6M | +23.8% | -21.1% | +44.9% | +26.2% |
| YTD | +4.0% | -17.2% | +21.2% | +5.2% |
| 1Y | -0.8% | -30.7% | +29.9% | +1.7% |
| 3Y | +55.6% | -3.4% | +59.0% | +52.3% |
| 5Y | +72.9% | +25.5% | +47.4% | +63.8% |
| 10Y | +875.8% | +714.7% | +161.2% | +683.9% |
| All | +32,523.0% | +7,820.9% | +24,702.1% | +20,745.7% |
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