+109.6%
MSI vs DECK
+31.2%
+78.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.0% | -4.7% | +0.3% |
| 7D | +2.8% | +10.4% | -7.6% | +1.3% |
| 30D | +9.1% | +11.1% | -2.0% | +7.3% |
| 3M | +12.5% | -10.8% | +23.3% | +14.2% |
| 6M | +14.2% | -8.7% | +23.0% | +15.3% |
| YTD | +30.7% | -14.0% | +44.8% | +32.3% |
| 1Y | +27.5% | +12.0% | +15.5% | +23.5% |
| 3Y | +71.4% | -10.5% | +81.9% | +58.8% |
| 5Y | +109.6% | +28.5% | +81.2% | +70.2% |
| All | +109.6% | +31.2% | +78.4% | +70.2% |
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 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