-10.1%
DIS vs MA
-1.7%
-8.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -2.6% | -2.7% | +0.1% | -1.7% |
| 30D | +3.5% | +1.5% | +2.0% | +3.1% |
| 3M | +6.8% | +20.4% | -13.6% | +1.6% |
| 6M | +3.0% | +11.1% | -8.2% | -0.3% |
| YTD | -6.7% | +2.0% | -8.7% | -6.4% |
| 1Y | -10.1% | -2.2% | -7.9% | -8.5% |
| All | -10.1% | -1.7% | -8.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling