+36.6%
DIS vs MA
+562.8%
-526.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.8% |
| 7D | +5.3% | -0.3% | +5.7% | +5.5% |
| 30D | +10.2% | +11.3% | -1.1% | +3.6% |
| 3M | +13.5% | +16.7% | -3.1% | +3.8% |
| 6M | +11.1% | +32.8% | -21.7% | -6.0% |
| YTD | +5.5% | +15.6% | -10.1% | -4.0% |
| 1Y | +9.1% | +19.6% | -10.5% | -2.8% |
| 3Y | +36.0% | +72.1% | -36.1% | -3.2% |
| 5Y | -29.8% | +96.0% | -125.9% | -54.3% |
| 10Y | +36.6% | +554.8% | -518.2% | -35.4% |
| All | +36.6% | +562.8% | -526.1% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling