+34.2%
DIS vs MA
+561.7%
-527.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +5.2% | +2.3% | +2.9% | +3.8% |
| 30D | +11.5% | +14.7% | -3.2% | +2.9% |
| 3M | +11.5% | +13.5% | -2.0% | +3.6% |
| 6M | +8.9% | +33.1% | -24.2% | -8.0% |
| YTD | +3.4% | +15.1% | -11.7% | -5.7% |
| 1Y | +7.2% | +18.7% | -11.5% | -4.1% |
| 3Y | +43.3% | +72.1% | -28.8% | +2.0% |
| 5Y | -31.4% | +92.8% | -124.2% | -54.9% |
| All | +34.2% | +561.7% | -527.5% | -36.5% |
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 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