+32.9%
DIS vs MA
+574.5%
-541.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.6% |
| 30D | +10.3% | +11.0% | -0.7% | +3.8% |
| 3M | +15.6% | +17.9% | -2.3% | +5.1% |
| 6M | +15.1% | +33.2% | -18.0% | -2.7% |
| YTD | +6.0% | +16.5% | -10.5% | -4.0% |
| 1Y | +5.7% | +19.1% | -13.4% | -5.6% |
| 3Y | +39.8% | +70.6% | -30.8% | +0.1% |
| 5Y | -23.9% | +92.1% | -116.0% | -49.8% |
| 10Y | +32.9% | +569.6% | -536.6% | -37.8% |
| All | +32.9% | +574.5% | -541.5% | -37.8% |
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