+2.8%
DIS vs MA
+17.3%
-14.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +8.9% | +7.9% | +1.0% | +6.2% |
| 3M | +14.5% | +16.8% | -2.2% | +9.1% |
| 6M | +12.2% | +31.0% | -18.8% | +4.0% |
| YTD | +4.7% | +15.0% | -10.3% | +0.9% |
| 1Y | +2.8% | +17.0% | -14.2% | -1.8% |
| All | +2.8% | +17.3% | -14.5% | -1.8% |
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 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