+666.9%
MSI vs DECK
+874.1%
-207.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +4.7% | +5.8% | -1.1% | +3.6% |
| 30D | +14.8% | +7.9% | +6.9% | +13.1% |
| 3M | +8.8% | -11.4% | +20.2% | +10.8% |
| 6M | +19.3% | -16.6% | +35.9% | +22.5% |
| YTD | +35.3% | -16.4% | +51.7% | +37.8% |
| 1Y | +33.8% | +8.6% | +25.1% | +29.6% |
| 3Y | +74.4% | -15.1% | +89.5% | +66.9% |
| 5Y | +120.5% | +22.9% | +97.6% | +87.4% |
| All | +666.9% | +874.1% | -207.2% | +352.0% |
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