+670.6%
MSI vs DECK
+885.7%
-215.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.3% |
| 7D | +5.1% | +6.0% | -1.0% | +3.9% |
| 30D | +13.3% | +7.4% | +5.9% | +11.7% |
| 3M | +18.3% | -11.7% | +30.0% | +20.6% |
| 6M | +18.7% | -11.0% | +29.7% | +20.4% |
| YTD | +36.0% | -15.4% | +51.4% | +38.2% |
| 1Y | +32.6% | +7.2% | +25.3% | +28.8% |
| 3Y | +78.3% | -11.8% | +90.1% | +69.3% |
| 5Y | +121.6% | +24.3% | +97.3% | +88.0% |
| All | +670.6% | +885.7% | -215.0% | +353.2% |
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