+14.2%
MSI vs DECK
-10.6%
+24.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.0% | -4.7% | +0.4% |
| 7D | +2.8% | +10.4% | -7.6% | +1.4% |
| 30D | +9.1% | +11.1% | -2.0% | +7.4% |
| 3M | +12.5% | -10.8% | +23.3% | +14.4% |
| 6M | +14.2% | -8.7% | +23.0% | +14.9% |
| All | +14.2% | -10.6% | +24.8% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling