+8.3%
DIS vs MA
+24.3%
-16.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.2% | +2.8% |
| 7D | +9.1% | +10.2% | -1.1% | +5.5% |
| 30D | +14.8% | +19.3% | -4.5% | +8.2% |
| 3M | +21.2% | +18.0% | +3.2% | +14.7% |
| 6M | +18.3% | +33.7% | -15.4% | +8.5% |
| YTD | +5.4% | +18.6% | -13.2% | +0.6% |
| 1Y | +8.3% | +22.5% | -14.2% | +1.6% |
| All | +8.3% | +24.3% | -16.0% | +1.6% |
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